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UBS Call 450 MA 20.09.2024/  CH1280744108  /

Frankfurt Zert./UBS
05/09/2024  19:29:26 Chg.-0.690 Bid21:54:49 Ask21:54:49 Underlying Strike price Expiration date Option type
2.350EUR -22.70% -
Bid Size: -		 -
Ask Size: -		 MasterCard Incorpora... 450.00 USD 20/09/2024 Call
 

Master data

WKN: UL4EAU
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MasterCard Incorporated
Type: Warrant
Option type: Call
Strike price: 450.00 USD
Maturity: 20/09/2024
Issue date: 11/07/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.76
Leverage: Yes

Calculated values

Fair value: 3.05
Intrinsic value: 2.99
Implied volatility: 0.28
Historic volatility: 0.14
Parity: 2.99
Time value: 0.18
Break-even: 437.83
Moneyness: 1.07
Premium: 0.00
Premium p.a.: 0.10
Spread abs.: 0.06
Spread %: 1.93%
Delta: 0.90
Theta: -0.18
Omega: 12.40
Rho: 0.15
 

Quote data

Open: 3.050
High: 3.090
Low: 2.350
Previous Close: 3.040
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.44%
1 Month  
+40.72%
3 Months  
+27.03%
YTD  
+1.29%
1 Year
  -20.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.350 2.350
1M High / 1M Low: 3.350 1.530
6M High / 6M Low: 5.650 0.790
High (YTD): 21/03/2024 5.650
Low (YTD): 24/07/2024 0.790
52W High: 21/03/2024 5.650
52W Low: 24/07/2024 0.790
Avg. price 1W:   2.946
Avg. volume 1W:   0.000
Avg. price 1M:   2.133
Avg. volume 1M:   0.000
Avg. price 6M:   2.590
Avg. volume 6M:   0.000
Avg. price 1Y:   2.591
Avg. volume 1Y:   0.000
Volatility 1M:   229.23%
Volatility 6M:   203.89%
Volatility 1Y:   167.19%
Volatility 3Y:   -