UBS Call 395 M4I 20.09.2024
/ CH1272018297
UBS Call 395 M4I 20.09.2024/ CH1272018297 /
2024-08-16 3:02:39 PM |
Chg.-0.100 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.780EUR |
-1.45% |
- Bid Size: - |
- Ask Size: - |
MASTERCARD INC.A DL-... |
395.00 - |
2024-09-20 |
Call |
Master data
WKN: |
UL6GJM |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
MASTERCARD INC.A DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
395.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-06-15 |
Last trading day: |
2024-08-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.52 |
Intrinsic value: |
3.46 |
Implied volatility: |
1.50 |
Historic volatility: |
0.14 |
Parity: |
3.46 |
Time value: |
3.32 |
Break-even: |
462.80 |
Moneyness: |
1.09 |
Premium: |
0.08 |
Premium p.a.: |
5.95 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.67 |
Theta: |
-1.66 |
Omega: |
4.24 |
Rho: |
0.08 |
Quote data
Open: |
6.970 |
High: |
7.010 |
Low: |
6.760 |
Previous Close: |
6.880 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+26.73% |
3 Months |
|
|
+18.74% |
YTD |
|
|
+27.20% |
1 Year |
|
|
+14.72% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
6.880 |
5.350 |
6M High / 6M Low: |
9.920 |
3.970 |
High (YTD): |
2024-03-21 |
9.920 |
Low (YTD): |
2024-07-25 |
3.970 |
52W High: |
2024-03-21 |
9.920 |
52W Low: |
2023-10-27 |
2.770 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
6.027 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.578 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
6.027 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
76.18% |
Volatility 6M: |
|
102.84% |
Volatility 1Y: |
|
92.81% |
Volatility 3Y: |
|
- |