UBS Call 450 MA 20.09.2024
/ CH1280744108
UBS Call 450 MA 20.09.2024/ CH1280744108 /
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: |
|
- |