UBS Call 15 GZF 21.06.2024
/ CH1278957647
UBS Call 15 GZF 21.06.2024/ CH1278957647 /
| 2024-05-21 10:17:02 AM |
Chg.-0.020 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.068EUR |
-22.73% |
-
Bid Size: - |
-
Ask Size: - |
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: |
18.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.16 |
| Parity: |
0.06 |
| Time value: |
0.02 |
| Break-even: |
15.84 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.00 |
| Spread %: |
3.70% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
13.88 |
| Rho: |
0.01 |
Quote data
| Open: |
0.068 |
| High: |
0.068 |
| Low: |
0.068 |
| Previous Close: |
0.088 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.90% |
| 1 Month |
|
|
-23.60% |
| 3 Months |
|
|
+44.68% |
| YTD |
|
|
-51.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.097 |
0.068 |
| 1M High / 1M Low: |
0.129 |
0.055 |
| 6M High / 6M Low: |
0.183 |
0.019 |
| High (YTD): |
2024-01-08 |
0.183 |
| Low (YTD): |
2024-02-09 |
0.019 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.087 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.089 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.088 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.16% |
| Volatility 6M: |
|
272.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
