UBS Call 10 EOAN 17.06.2024
/ CH1217409932
UBS Call 10 EOAN 17.06.2024/ CH1217409932 /
| 5/17/2024 7:39:18 PM |
Chg.-0.620 |
Bid9:50:07 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.760EUR |
-18.34% |
-
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: |
4.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.73 |
| Intrinsic value: |
2.70 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.17 |
| Parity: |
2.70 |
| Time value: |
0.06 |
| Break-even: |
12.76 |
| Moneyness: |
1.27 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.36% |
| Delta: |
0.96 |
| Theta: |
0.00 |
| Omega: |
4.43 |
| Rho: |
0.01 |
Quote data
| Open: |
2.980 |
| High: |
2.980 |
| Low: |
2.730 |
| Previous Close: |
3.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
+15.00% |
| 3 Months |
|
|
+39.39% |
| YTD |
|
|
+15.97% |
| 1 Year |
|
|
+34.63% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.380 |
2.760 |
| 1M High / 1M Low: |
3.380 |
2.400 |
| 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: |
|
3.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.781 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.459 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.162 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
86.52% |
| Volatility 6M: |
|
99.18% |
| Volatility 1Y: |
|
87.46% |
| Volatility 3Y: |
|
- |
