UBS Call 290 CAT1 20.09.2024
/ CH1272017687
UBS Call 290 CAT1 20.09.2024/ CH1272017687 /
| 2024-08-16 8:30:11 AM |
Chg.+0.780 |
Bid3:14:39 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.210EUR |
+17.61% |
-
Bid Size: - |
-
Ask Size: - |
CATERPILLAR INC. ... |
290.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL57ZN |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CATERPILLAR INC. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-08-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
2.19 |
| Historic volatility: |
0.23 |
| Parity: |
0.71 |
| Time value: |
4.48 |
| Break-even: |
341.90 |
| Moneyness: |
1.02 |
| Premium: |
0.15 |
| Premium p.a.: |
50.52 |
| Spread abs.: |
0.27 |
| Spread %: |
5.49% |
| Delta: |
0.61 |
| Theta: |
-1.83 |
| Omega: |
3.47 |
| Rho: |
0.05 |
Quote data
| Open: |
5.210 |
| High: |
5.210 |
| Low: |
5.210 |
| Previous Close: |
4.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+17.87% |
| 3 Months |
|
|
+14.51% |
| YTD |
|
|
+70.26% |
| 1 Year |
|
|
+59.82% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.210 |
4.340 |
| 6M High / 6M Low: |
9.150 |
3.400 |
| High (YTD): |
2024-04-05 |
9.150 |
| Low (YTD): |
2024-01-17 |
2.050 |
| 52W High: |
2024-04-05 |
9.150 |
| 52W Low: |
2023-11-01 |
0.640 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.589 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.733 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.163 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
131.10% |
| Volatility 6M: |
|
135.19% |
| Volatility 1Y: |
|
174.36% |
| Volatility 3Y: |
|
- |
