UBS Call 24 SGE 21.06.2024
/ CH1297153251
UBS Call 24 SGE 21.06.2024/ CH1297153251 /
| 2024-05-17 9:41:30 AM |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
STE GENERALE INH. EO... |
24.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL73EC |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
STE GENERALE INH. EO 1,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
2.06 |
| Historic volatility: |
0.24 |
| Parity: |
0.01 |
| Time value: |
0.32 |
| Break-even: |
27.30 |
| Moneyness: |
1.00 |
| Premium: |
0.13 |
| Premium p.a.: |
96.61 |
| Spread abs.: |
0.01 |
| Spread %: |
3.13% |
| Delta: |
0.57 |
| Theta: |
-0.16 |
| Omega: |
4.18 |
| Rho: |
0.00 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.310 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+64.95% |
| 3 Months |
|
|
+332.43% |
| YTD |
|
|
+78.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.350 |
0.229 |
| 6M High / 6M Low: |
0.350 |
0.033 |
| High (YTD): |
2024-05-15 |
0.350 |
| Low (YTD): |
2024-02-13 |
0.033 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.305 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.133 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
455.40% |
| Volatility 6M: |
|
254.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
