UBS Call 106 VOW3 17.06.2024/  CH1278957118  /

Frankfurt Zert./UBS
5/17/2024  9:32:17 AM Chg.+0.020 Bid9:41:35 AM Ask9:38:57 AM Underlying Strike price Expiration date Option type
1.420EUR +1.43% -
Bid Size: -
-
Ask Size: -
VOLKSWAGEN AG VZO O.... 106.00 - 6/17/2024 Call
 

Master data

WKN: UL8Q72
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 106.00 -
Maturity: 6/17/2024
Issue date: 9/14/2023
Last trading day: 5/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.31
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 4.86
Historic volatility: 0.22
Parity: -0.15
Time value: 1.43
Break-even: 120.30
Moneyness: 0.99
Premium: 0.15
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.70%
Delta: 0.56
Theta: -3.72
Omega: 4.06
Rho: 0.00
 

Quote data

Open: 1.400
High: 1.420
Low: 1.400
Previous Close: 1.400
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -5.33%
3 Months  
+33.96%
YTD  
+24.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.500 1.400
6M High / 6M Low: 2.150 0.720
High (YTD): 2/28/2024 2.150
Low (YTD): 1/19/2024 0.720
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.440
Avg. volume 1M:   0.000
Avg. price 6M:   1.437
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.51%
Volatility 6M:   177.34%
Volatility 1Y:   -
Volatility 3Y:   -