UBS Call 156 1YD 18.06.2026/  DE000UP2VYR2  /

Frankfurt Zert./UBS
1/10/2025  7:33:45 PM Chg.+0.030 Bid9:56:16 PM Ask9:56:16 PM Underlying Strike price Expiration date Option type
0.850EUR +3.66% -
Bid Size: -
-
Ask Size: -
BROADCOM INC. DL... 156.00 - 6/18/2026 Call
 

Master data

WKN: UP2VYR
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BROADCOM INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 156.00 -
Maturity: 6/18/2026
Issue date: 10/2/2024
Last trading day: 6/17/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.34
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.67
Implied volatility: 0.58
Historic volatility: 0.51
Parity: 0.67
Time value: 0.28
Break-even: 251.00
Moneyness: 1.43
Premium: 0.13
Premium p.a.: 0.09
Spread abs.: 0.13
Spread %: 15.85%
Delta: 0.82
Theta: -0.05
Omega: 1.92
Rho: 1.26
 

Quote data

Open: 0.820
High: 0.850
Low: 0.820
Previous Close: 0.820
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.59%
1 Month  
+107.32%
3 Months     -
YTD
  -6.59%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.930 0.820
1M High / 1M Low: 1.030 0.410
6M High / 6M Low: - -
High (YTD): 1/6/2025 0.930
Low (YTD): 1/9/2025 0.820
52W High: - -
52W Low: - -
Avg. price 1W:   0.890
Avg. volume 1W:   0.000
Avg. price 1M:   0.824
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   255.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -