UBS Call 23 SGE 21.06.2024
/ CH1297153244
UBS Call 23 SGE 21.06.2024/ CH1297153244 /
| 5/16/2024 10:04:03 AM |
Chg.- |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
STE GENERALE INH. EO... |
23.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
UL8MK8 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
STE GENERALE INH. EO 1,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
23.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
5/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
2.41 |
| Historic volatility: |
0.24 |
| Parity: |
0.11 |
| Time value: |
0.32 |
| Break-even: |
27.30 |
| Moneyness: |
1.05 |
| Premium: |
0.13 |
| Premium p.a.: |
96.61 |
| Spread abs.: |
0.01 |
| Spread %: |
2.38% |
| Delta: |
0.62 |
| Theta: |
-0.18 |
| Omega: |
3.50 |
| Rho: |
0.00 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+59.26% |
| 3 Months |
|
|
+244.00% |
| YTD |
|
|
+77.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.470 |
0.350 |
| 6M High / 6M Low: |
0.470 |
0.064 |
| High (YTD): |
5/15/2024 |
0.470 |
| Low (YTD): |
2/15/2024 |
0.064 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.417 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.196 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
390.68% |
| Volatility 6M: |
|
232.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
