UBS Call 30 AXA 21.06.2024
/ CH1285193699
UBS Call 30 AXA 21.06.2024/ CH1285193699 /
| 17/05/2024 19:31:23 |
Chg.+0.030 |
Bid19:45:45 |
Ask19:45:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+8.33% |
0.380
Bid Size: 20,000 |
0.410
Ask Size: 20,000 |
AXA S.A. INH. EO... |
30.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
UL8HUH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AXA S.A. INH. EO 2,29 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
14/09/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.16 |
| Parity: |
0.37 |
| Time value: |
0.04 |
| Break-even: |
34.10 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
7.89% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
7.05 |
| Rho: |
0.02 |
Quote data
| Open: |
0.380 |
| High: |
0.390 |
| Low: |
0.370 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+116.67% |
| YTD |
|
|
+209.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.350 |
| 1M High / 1M Low: |
0.490 |
0.185 |
| 6M High / 6M Low: |
0.500 |
0.087 |
| High (YTD): |
04/04/2024 |
0.500 |
| Low (YTD): |
11/01/2024 |
0.094 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.366 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.354 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.250 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.85% |
| Volatility 6M: |
|
159.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
