UBS Call 56 TOTB 17.06.2024
/ CH1235994881
UBS Call 56 TOTB 17.06.2024/ CH1235994881 /
| 2024-05-16 10:19:22 AM |
Chg.- |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
TOTALENERGIES SE EO... |
56.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL1E0Z |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
TOTALENERGIES SE EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-12-09 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.19 |
| Parity: |
1.10 |
| Time value: |
0.02 |
| Break-even: |
67.20 |
| Moneyness: |
1.20 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.90% |
| Delta: |
0.97 |
| Theta: |
-0.02 |
| Omega: |
5.78 |
| Rho: |
0.02 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.29 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-20.14% |
| 3 Months |
|
|
+146.67% |
| YTD |
|
|
+63.24% |
| 1 Year |
|
|
+184.62% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.31 |
1.09 |
| 6M High / 6M Low: |
1.39 |
0.41 |
| High (YTD): |
2024-04-30 |
1.39 |
| Low (YTD): |
2024-02-26 |
0.41 |
| 52W High: |
2024-04-30 |
1.39 |
| 52W Low: |
2023-07-17 |
0.23 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.68 |
| Avg. volume 1Y: |
|
164.61 |
| Volatility 1M: |
|
118.55% |
| Volatility 6M: |
|
136.92% |
| Volatility 1Y: |
|
135.13% |
| Volatility 3Y: |
|
- |
