UBS Call 388 M4I 20.09.2024
/ CH1272018263
UBS Call 388 M4I 20.09.2024/ CH1272018263 /
| 16/08/2024 15:16:03 |
Chg.-0.100 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.410EUR |
-1.33% |
-
Bid Size: - |
-
Ask Size: - |
MASTERCARD INC.A DL-... |
388.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UL57AE |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MASTERCARD INC.A DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
388.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
15/06/2023 |
| Last trading day: |
20/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.21 |
| Intrinsic value: |
4.16 |
| Implied volatility: |
1.65 |
| Historic volatility: |
0.14 |
| Parity: |
4.16 |
| Time value: |
3.44 |
| Break-even: |
464.00 |
| Moneyness: |
1.11 |
| Premium: |
0.08 |
| Premium p.a.: |
6.44 |
| Spread abs.: |
0.19 |
| Spread %: |
2.56% |
| Delta: |
0.68 |
| Theta: |
-1.78 |
| Omega: |
3.87 |
| Rho: |
0.08 |
Quote data
| Open: |
7.600 |
| High: |
7.640 |
| Low: |
7.390 |
| Previous Close: |
7.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+24.54% |
| 3 Months |
|
|
+17.62% |
| YTD |
|
|
+27.98% |
| 1 Year |
|
|
+16.88% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
7.510 |
5.950 |
| 6M High / 6M Low: |
10.510 |
4.530 |
| High (YTD): |
21/03/2024 |
10.510 |
| Low (YTD): |
25/07/2024 |
4.530 |
| 52W High: |
21/03/2024 |
10.510 |
| 52W Low: |
27/10/2023 |
3.080 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.644 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.164 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
6.544 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
69.16% |
| Volatility 6M: |
|
95.19% |
| Volatility 1Y: |
|
87.05% |
| Volatility 3Y: |
|
- |
