UBS Call 10 EOAN 17.06.2024
/ CH1217409932
UBS Call 10 EOAN 17.06.2024/ CH1217409932 /
| 6/7/2024 7:39:03 PM |
Chg.-0.220 |
Bid9:54:37 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.350EUR |
-8.56% |
-
Bid Size: - |
-
Ask Size: - |
E.ON SE NA O.N. |
10.00 - |
6/17/2024 |
Call |
Master data
| WKN: |
UK7KN2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
E.ON SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.00 - |
| Maturity: |
6/17/2024 |
| Issue date: |
11/1/2022 |
| Last trading day: |
6/14/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.34 |
| Intrinsic value: |
2.33 |
| Implied volatility: |
1.36 |
| Historic volatility: |
0.17 |
| Parity: |
2.33 |
| Time value: |
0.21 |
| Break-even: |
12.54 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.21 |
| Spread %: |
9.01% |
| Delta: |
0.86 |
| Theta: |
-0.03 |
| Omega: |
4.19 |
| Rho: |
0.00 |
Quote data
| Open: |
2.550 |
| High: |
2.550 |
| Low: |
2.330 |
| Previous Close: |
2.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.62% |
| 1 Month |
|
|
-23.70% |
| 3 Months |
|
|
+12.44% |
| YTD |
|
|
-1.26% |
| 1 Year |
|
|
+11.37% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.650 |
2.350 |
| 1M High / 1M Low: |
3.380 |
2.280 |
| 6M High / 6M Low: |
3.380 |
1.860 |
| High (YTD): |
5/16/2024 |
3.380 |
| Low (YTD): |
3/4/2024 |
1.860 |
| 52W High: |
5/16/2024 |
3.380 |
| 52W Low: |
10/3/2023 |
1.340 |
| Avg. price 1W: |
|
2.524 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.686 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.487 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.187 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
94.01% |
| Volatility 6M: |
|
101.08% |
| Volatility 1Y: |
|
88.87% |
| Volatility 3Y: |
|
- |
