UBS Call 480 M4I 20.09.2024
/ CH1278955377
UBS Call 480 M4I 20.09.2024/ CH1278955377 /
9/5/2024 7:33:00 PM |
Chg.-0.380 |
Bid9:54:49 PM |
Ask9:54:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
-47.50% |
- Bid Size: - |
- Ask Size: - |
MASTERCARD INC.A DL-... |
480.00 - |
9/20/2024 |
Call |
Master data
WKN: |
UL73GK |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
MASTERCARD INC.A DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
480.00 - |
Maturity: |
9/20/2024 |
Issue date: |
9/6/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
47.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.68 |
Historic volatility: |
0.14 |
Parity: |
-4.40 |
Time value: |
0.91 |
Break-even: |
489.10 |
Moneyness: |
0.91 |
Premium: |
0.12 |
Premium p.a.: |
15.35 |
Spread abs.: |
0.07 |
Spread %: |
8.33% |
Delta: |
0.27 |
Theta: |
-0.67 |
Omega: |
12.80 |
Rho: |
0.04 |
Quote data
Open: |
0.780 |
High: |
0.830 |
Low: |
0.420 |
Previous Close: |
0.800 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-47.50% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-39.13% |
YTD |
|
|
-67.19% |
1 Year |
|
|
-78.13% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.000 |
0.420 |
1M High / 1M Low: |
1.000 |
0.221 |
6M High / 6M Low: |
3.710 |
0.169 |
High (YTD): |
3/21/2024 |
3.710 |
Low (YTD): |
7/10/2024 |
0.169 |
52W High: |
3/21/2024 |
3.710 |
52W Low: |
7/10/2024 |
0.169 |
Avg. price 1W: |
|
0.744 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.457 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.196 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.355 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
524.96% |
Volatility 6M: |
|
336.50% |
Volatility 1Y: |
|
260.90% |
Volatility 3Y: |
|
- |