UBS Call 17 PHI1 21.06.2024
/ CH1297152519
UBS Call 17 PHI1 21.06.2024/ CH1297152519 /
| 2024-05-17 9:28:58 AM |
Chg.+0.010 |
Bid9:40:41 AM |
Ask9:35:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+1.20% |
-
Bid Size: - |
-
Ask Size: - |
KONINKL. PHILIPS EO ... |
17.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL757X |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
2.90 |
| Historic volatility: |
0.37 |
| Parity: |
0.76 |
| Time value: |
0.10 |
| Break-even: |
25.50 |
| Moneyness: |
1.44 |
| Premium: |
0.04 |
| Premium p.a.: |
4.65 |
| Spread abs.: |
0.02 |
| Spread %: |
2.41% |
| Delta: |
0.86 |
| Theta: |
-0.15 |
| Omega: |
2.48 |
| Rho: |
0.00 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.00% |
| 3 Months |
|
|
+180.00% |
| YTD |
|
|
+78.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.840 |
0.800 |
| 6M High / 6M Low: |
0.840 |
0.173 |
| High (YTD): |
2024-05-17 |
0.840 |
| Low (YTD): |
2024-03-25 |
0.173 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.818 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.368 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
16.14% |
| Volatility 6M: |
|
327.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
