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: |
|
- |
