Quotes UBS/CALL/ARYZTA N/2.201/1/21.03.25

Warrant

UQUBSU

CH1355580932

Market Closed - Swiss Exchange 11:20:00 2024-06-27 am EDT
0.03 CHF -25.00% Intraday chart for UBS/CALL/ARYZTA N/2.201/1/21.03.25

Historical data

DateOpeningHighLowEnd-of-dayVolume

Static data

Product typeWarrants
Buy / SellCALL
Underlying ARYZTA AG
Issuer UBS
UQUBSU
ISINCH1355580932
Date issued 2024-06-03
Strike 2.201 CHF
Maturity 2025-03-21 (257 Days)
Parity 1 : 1
Emission price 0.07 CHF
Emission volume N/A
Settlement physique
Currency CHF

Technical Indicators

Highest since issue 0.06 CHF
Lowest since issue 0.03 CHF
Delta0.14x
Omega 9.171
Premium35.81x
Gearing65.56x
Moneyness 0.7447
Difference Strike 0.562 CHF
Difference Strike %+25.53%
Spread 0.01 CHF
Spread %33.33%
Theoretical value 0.0250
Implied Volatility 28.10 %
Total Loss Probability 90.62 %
Intrinsic value 0.000000
Present value 0.0250
Break even 2.226 CHF
Theta-0x
Vega0x
Rho0x
  1. Stock Market
  2. Warrants
  3. UQUBSU Warrant
  4. Quotes UBS/CALL/ARYZTA N/2.201/1/21.03.25