UBS Call 105 VOW3 17.06.2024
/ CH1278957100
UBS Call 105 VOW3 17.06.2024/ CH1278957100 /
| 17/05/2024 09:41:32 |
Chg.+0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.520EUR |
+0.66% |
-
Bid Size: - |
-
Ask Size: - |
VOLKSWAGEN AG VZO O.... |
105.00 - |
17/06/2024 |
Call |
Master data
| WKN: |
UL8QXT |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
17/06/2024 |
| Issue date: |
14/09/2023 |
| Last trading day: |
20/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
1.14 |
| Historic volatility: |
0.22 |
| Parity: |
1.00 |
| Time value: |
0.54 |
| Break-even: |
120.30 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
2.59 |
| Spread abs.: |
0.01 |
| Spread %: |
0.66% |
| Delta: |
0.70 |
| Theta: |
-0.34 |
| Omega: |
5.29 |
| Rho: |
0.02 |
Quote data
| Open: |
1.490 |
| High: |
1.600 |
| Low: |
1.490 |
| Previous Close: |
1.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+35.71% |
| 3 Months |
|
|
-13.14% |
| YTD |
|
|
+26.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.710 |
1.200 |
| 6M High / 6M Low: |
2.230 |
0.800 |
| High (YTD): |
28/02/2024 |
2.230 |
| Low (YTD): |
19/01/2024 |
0.800 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.404 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.510 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.79% |
| Volatility 6M: |
|
170.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
