UBS Call 15 GZF 21.06.2024
/ CH1278957647
UBS Call 15 GZF 21.06.2024/ CH1278957647 /
| 2024-05-22 1:07:36 PM |
Chg.-0.003 |
Bid1:07:36 PM |
Ask1:07:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.076EUR |
-3.80% |
0.076
Bid Size: 50,000 |
0.077
Ask Size: 50,000 |
ENGIE S.A. INH. ... |
15.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL8PTG |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ENGIE S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
0.06 |
| Time value: |
0.02 |
| Break-even: |
15.82 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.00 |
| Spread %: |
3.80% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
14.41 |
| Rho: |
0.01 |
Quote data
| Open: |
0.075 |
| High: |
0.077 |
| Low: |
0.072 |
| Previous Close: |
0.079 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.92% |
| 1 Month |
|
|
-13.64% |
| 3 Months |
|
|
+162.07% |
| YTD |
|
|
-46.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.104 |
0.079 |
| 1M High / 1M Low: |
0.120 |
0.042 |
| 6M High / 6M Low: |
0.176 |
0.011 |
| High (YTD): |
2024-01-10 |
0.176 |
| Low (YTD): |
2024-02-09 |
0.011 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.088 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.082 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
313.33% |
| Volatility 6M: |
|
352.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
