UBS Call 17.5 PHI1 21.06.2024
/ CH1297152527
UBS Call 17.5 PHI1 21.06.2024/ CH1297152527 /
| 2024-05-17 9:23:45 AM |
Chg.+0.010 |
Bid9:41:20 AM |
Ask9:35:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+1.28% |
-
Bid Size: - |
-
Ask Size: - |
KONINKL. PHILIPS EO ... |
17.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL8FDB |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
2.74 |
| Historic volatility: |
0.37 |
| Parity: |
0.71 |
| Time value: |
0.10 |
| Break-even: |
25.50 |
| Moneyness: |
1.40 |
| Premium: |
0.04 |
| Premium p.a.: |
4.65 |
| Spread abs.: |
0.01 |
| Spread %: |
1.27% |
| Delta: |
0.85 |
| Theta: |
-0.15 |
| Omega: |
2.61 |
| Rho: |
0.00 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.95% |
| 3 Months |
|
|
+203.85% |
| YTD |
|
|
+83.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.790 |
0.750 |
| 6M High / 6M Low: |
0.790 |
0.137 |
| High (YTD): |
2024-05-17 |
0.790 |
| Low (YTD): |
2024-03-25 |
0.137 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.770 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.326 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
26.31% |
| Volatility 6M: |
|
396.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
