UBS Call 372 M4I 20.09.2024
/ CH1272018206
UBS Call 372 M4I 20.09.2024/ CH1272018206 /
| 8/16/2024 9:24:17 AM |
Chg.- |
Bid10:00:21 PM |
Ask10:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.05EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MASTERCARD INC.A DL-... |
372.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
6/15/2023 |
| Last trading day: |
8/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.46 |
| Intrinsic value: |
6.40 |
| Implied volatility: |
1.60 |
| Historic volatility: |
0.14 |
| Parity: |
6.40 |
| Time value: |
2.64 |
| Break-even: |
462.40 |
| Moneyness: |
1.17 |
| Premium: |
0.06 |
| Premium p.a.: |
3.17 |
| Spread abs.: |
0.19 |
| Spread %: |
2.15% |
| Delta: |
0.74 |
| Theta: |
-1.54 |
| Omega: |
3.59 |
| Rho: |
0.10 |
Quote data
| Open: |
9.05 |
| High: |
9.05 |
| Low: |
9.05 |
| Previous Close: |
8.24 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+17.69% |
| 3 Months |
|
|
+23.63% |
| YTD |
|
|
+30.40% |
| 1 Year |
|
|
+24.14% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
9.05 |
7.35 |
| 6M High / 6M Low: |
11.84 |
5.90 |
| High (YTD): |
3/22/2024 |
11.84 |
| Low (YTD): |
7/26/2024 |
5.90 |
| 52W High: |
3/22/2024 |
11.84 |
| 52W Low: |
10/27/2023 |
3.87 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
7.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
7.73 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
67.35% |
| Volatility 6M: |
|
80.63% |
| Volatility 1Y: |
|
76.07% |
| Volatility 3Y: |
|
- |
