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: |
|
- |