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: |
|
- |