UBS Call 372 M4I 20.09.2024
/ CH1272018206
UBS Call 372 M4I 20.09.2024/ CH1272018206 /
| 2024-07-05 9:21:56 AM |
Chg.0.00 |
Bid10:00:15 PM |
Ask10:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.42EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
MASTERCARD INC.A DL-... |
372.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL6EDH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MASTERCARD INC.A DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
372.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.58 |
| Intrinsic value: |
4.27 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.14 |
| Parity: |
4.27 |
| Time value: |
3.29 |
| Break-even: |
447.60 |
| Moneyness: |
1.11 |
| Premium: |
0.08 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.70 |
| Theta: |
-0.32 |
| Omega: |
3.84 |
| Rho: |
0.45 |
Quote data
| Open: |
7.42 |
| High: |
7.42 |
| Low: |
7.42 |
| Previous Close: |
7.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.34% |
| 1 Month |
|
|
-3.01% |
| 3 Months |
|
|
-26.75% |
| YTD |
|
|
+6.92% |
| 1 Year |
|
|
+25.13% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.42 |
6.47 |
| 1M High / 1M Low: |
8.42 |
6.47 |
| 6M High / 6M Low: |
11.84 |
6.40 |
| High (YTD): |
2024-03-22 |
11.84 |
| Low (YTD): |
2024-01-05 |
6.34 |
| 52W High: |
2024-03-22 |
11.84 |
| 52W Low: |
2023-10-27 |
3.87 |
| Avg. price 1W: |
|
7.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
7.54 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
71.88% |
| Volatility 6M: |
|
65.93% |
| Volatility 1Y: |
|
66.18% |
| Volatility 3Y: |
|
- |
