UBS Call 382 M4I 20.09.2024
/ CH1272018248
UBS Call 382 M4I 20.09.2024/ CH1272018248 /
| 16/08/2024 08:24:10 |
Chg.+0.830 |
Bid15:16:03 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.140EUR |
+11.35% |
-
Bid Size: - |
-
Ask Size: - |
MASTERCARD INC.A DL-... |
382.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UL58DH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MASTERCARD INC.A DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
382.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
15/06/2023 |
| Last trading day: |
20/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.81 |
| Intrinsic value: |
4.76 |
| Implied volatility: |
1.71 |
| Historic volatility: |
0.14 |
| Parity: |
4.76 |
| Time value: |
3.38 |
| Break-even: |
463.40 |
| Moneyness: |
1.12 |
| Premium: |
0.08 |
| Premium p.a.: |
6.19 |
| Spread abs.: |
0.19 |
| Spread %: |
2.39% |
| Delta: |
0.70 |
| Theta: |
-1.81 |
| Omega: |
3.69 |
| Rho: |
0.08 |
Quote data
| Open: |
8.140 |
| High: |
8.140 |
| Low: |
8.140 |
| Previous Close: |
7.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+16.95% |
| 3 Months |
|
|
+19.71% |
| YTD |
|
|
+31.50% |
| 1 Year |
|
|
+24.27% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
8.140 |
6.830 |
| 6M High / 6M Low: |
11.030 |
5.020 |
| High (YTD): |
21/03/2024 |
11.030 |
| Low (YTD): |
24/07/2024 |
5.020 |
| 52W High: |
21/03/2024 |
11.030 |
| 52W Low: |
27/10/2023 |
3.360 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
7.231 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.665 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
6.991 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
65.75% |
| Volatility 6M: |
|
88.28% |
| Volatility 1Y: |
|
84.92% |
| Volatility 3Y: |
|
- |
