UBS/CALL/IDORSIA/3.005/0.2/20.12.24 Stock

Warrant

OVUBSU

CH1355587085

Market Closed - Swiss Exchange 11:20:01 2024-06-13 EDT
0.15 ^CHF	-6.25%

Comparison chart between the derivative product and it's underlying value

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Chart IDORSIA LTD

Chart UBS/CALL/IDORSIA/3.005/0.2/20.12.24

Latest news about IDORSIA LTD

Higher cantonal composition authority issues written court decision in respect to the amendments to the terms of the 2024 convertible bonds	06-28	GL
Swiss Cantonal Court Approves Amendments to Idorsia's Convertible Bonds	06-26	MT
Higher cantonal composition authority approved the amendments to the terms of the 2024 convertible bonds	06-25	GL
Carmat: changes in corporate governance	06-25	CF

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Static data

Product type	Warrants
Buy / Sell	CALL
Underlying	IDORSIA LTD
Issuer	UBS
	OVUBSU
ISIN	CH1355587085
Date issued	2024-06-03
Strike	3.005 CHF
Maturity	2024-12-20 (174 Days)
Parity	5 : 1
Emission price	0.22 CHF
Emission volume	N/A
Settlement	physique
Currency	CHF

Technical Indicators

Highest since issue	0.2 CHF
Lowest since issue	0.15 CHF
Delta	0.62x
Omega	1.726
Premium	84.11x
Gearing	2.79x
Moneyness	0.6742
Difference Strike	0.979 CHF
Difference Strike %	+32.58%
Spread	0.03 CHF
Spread %	18.75%
Theoretical value	0.1450
Implied Volatility	177.44 %
Total Loss Probability	82.37 %
Intrinsic value	0.000000
Present value	0.1450
Break even	3.730 CHF
Theta	-0x
Vega	0x
Rho	0x

Company Profile

Idorsia Ltd is a Switzerland-based biopharmaceutical company, which specializes in the discovery and development of small molecules, to meet significant unmet medical needs. The Company will have a diverse clinical development pipeline comprising several compounds being investigated in multiple therapeutic areas, including central nervous system disorders, cardiovascular disorders, immunological disorders and orphan diseases. The Company's development compounds target a number of different diseases such as: Resistant Hypertension, Systemic lupus erythematosus, Chronic insomnia and Fabry disease, among others.

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