UBS Call 15 GZF 21.06.2024
/ CH1278957647
UBS Call 15 GZF 21.06.2024/ CH1278957647 /
| 6/3/2024 5:29:47 PM |
Chg.-0.001 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.062EUR |
-1.59% |
-
Bid Size: - |
-
Ask Size: - |
ENGIE S.A. INH. ... |
15.00 EUR |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
9/14/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
23.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
0.05 |
| Time value: |
0.01 |
| Break-even: |
15.66 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.00 |
| Spread %: |
4.76% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
18.40 |
| Rho: |
0.01 |
Quote data
| Open: |
0.070 |
| High: |
0.072 |
| Low: |
0.058 |
| Previous Close: |
0.063 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.06% |
| 1 Month |
|
|
+47.62% |
| 3 Months |
|
|
+226.32% |
| YTD |
|
|
-56.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.066 |
0.050 |
| 1M High / 1M Low: |
0.104 |
0.042 |
| 6M High / 6M Low: |
0.176 |
0.011 |
| High (YTD): |
1/10/2024 |
0.176 |
| Low (YTD): |
2/9/2024 |
0.011 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.059 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.075 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.077 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
272.39% |
| Volatility 6M: |
|
357.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
