UBS Call 100 VOW3 17.06.2024
/ CH1302946129
UBS Call 100 VOW3 17.06.2024/ CH1302946129 /
| 16/05/2024 08:51:49 |
Chg.- |
Bid22:00:15 |
Ask22:00:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.09EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
VOLKSWAGEN AG VZO O.... |
100.00 - |
17/06/2024 |
Call |
Master data
| WKN: |
UL885A |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
17/06/2024 |
| Issue date: |
02/11/2023 |
| Last trading day: |
20/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
1.39 |
| Historic volatility: |
0.22 |
| Parity: |
1.50 |
| Time value: |
0.54 |
| Break-even: |
120.30 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
2.59 |
| Spread abs.: |
0.01 |
| Spread %: |
0.50% |
| Delta: |
0.75 |
| Theta: |
-0.38 |
| Omega: |
4.23 |
| Rho: |
0.02 |
Quote data
| Open: |
2.09 |
| High: |
2.09 |
| Low: |
2.09 |
| Previous Close: |
2.20 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+36.60% |
| 3 Months |
|
|
-6.28% |
| YTD |
|
|
+33.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.20 |
1.61 |
| 6M High / 6M Low: |
2.77 |
1.10 |
| High (YTD): |
08/04/2024 |
2.77 |
| Low (YTD): |
19/01/2024 |
1.10 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.95 |
| Avg. volume 6M: |
|
8.93 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.24% |
| Volatility 6M: |
|
129.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
