UBS Call 10.5 FTE 21.06.2024
/ CH1278957506
UBS Call 10.5 FTE 21.06.2024/ CH1278957506 /
| 15/05/2024 15:58:05 |
Chg.+0.040 |
Bid16:21:07 |
Ask16:21:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+14.81% |
0.300
Bid Size: 7,500 |
0.310
Ask Size: 7,500 |
ORANGE INH. ... |
10.50 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
UL8P2C |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
14/09/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
35.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.13 |
| Parity: |
0.17 |
| Time value: |
0.13 |
| Break-even: |
10.80 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
11.11% |
| Delta: |
0.69 |
| Theta: |
0.00 |
| Omega: |
24.62 |
| Rho: |
0.01 |
Quote data
| Open: |
0.270 |
| High: |
0.360 |
| Low: |
0.248 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+73.18% |
| 1 Month |
|
|
+109.46% |
| 3 Months |
|
|
-47.46% |
| YTD |
|
|
-32.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.179 |
| 1M High / 1M Low: |
0.630 |
0.098 |
| 6M High / 6M Low: |
1.100 |
0.098 |
| High (YTD): |
23/01/2024 |
1.030 |
| Low (YTD): |
02/05/2024 |
0.098 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.226 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.237 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.552 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
466.08% |
| Volatility 6M: |
|
262.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
