UBS Call 270 V 20.09.2024/  DE000UL74QB9  /

EUWAX
2024-08-01  8:03:55 AM Chg.+0.050 Bid4:45:08 PM Ask4:45:08 PM Underlying Strike price Expiration date Option type
0.500EUR +11.11% 0.490
Bid Size: 20,000
0.500
Ask Size: 20,000
Visa Inc 270.00 USD 2024-09-20 Call
 

Master data

WKN: UL74QB
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Visa Inc
Type: Warrant
Option type: Call
Strike price: 270.00 USD
Maturity: 2024-09-20
Issue date: 2023-09-05
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 48.13
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.13
Parity: -0.40
Time value: 0.51
Break-even: 254.55
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 2.00%
Delta: 0.44
Theta: -0.07
Omega: 21.38
Rho: 0.14
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+56.25%
1 Month
  -3.85%
3 Months
  -27.54%
YTD
  -18.03%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.320
1M High / 1M Low: 0.660 0.320
6M High / 6M Low: 0.870 0.320
High (YTD): 2024-03-22 0.870
Low (YTD): 2024-07-26 0.320
52W High: - -
52W Low: - -
Avg. price 1W:   0.382
Avg. volume 1W:   0.000
Avg. price 1M:   0.517
Avg. volume 1M:   0.000
Avg. price 6M:   0.708
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   193.77%
Volatility 6M:   99.88%
Volatility 1Y:   -
Volatility 3Y:   -