UBS Call 57 TOTB 17.06.2024
/ CH1235994899
UBS Call 57 TOTB 17.06.2024/ CH1235994899 /
| 2024-05-17 9:24:48 AM |
Chg.+0.050 |
Bid9:41:26 AM |
Ask9:33:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
+5.21% |
-
Bid Size: - |
-
Ask Size: - |
TOTALENERGIES SE EO... |
57.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL03CQ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
TOTALENERGIES SE EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-12-09 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
1.38 |
| Historic volatility: |
0.19 |
| Parity: |
0.79 |
| Time value: |
0.23 |
| Break-even: |
67.20 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
3.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.76 |
| Theta: |
-0.25 |
| Omega: |
4.85 |
| Rho: |
0.01 |
Quote data
| Open: |
1.010 |
| High: |
1.010 |
| Low: |
1.010 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-3.81% |
| 3 Months |
|
|
+146.34% |
| YTD |
|
|
+62.90% |
| 1 Year |
|
|
+165.79% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.180 |
0.960 |
| 6M High / 6M Low: |
1.300 |
0.340 |
| High (YTD): |
2024-04-26 |
1.300 |
| Low (YTD): |
2024-02-20 |
0.340 |
| 52W High: |
2024-04-26 |
1.300 |
| 52W Low: |
2023-07-17 |
0.199 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.096 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.686 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.617 |
| Avg. volume 1Y: |
|
1.849 |
| Volatility 1M: |
|
115.54% |
| Volatility 6M: |
|
134.98% |
| Volatility 1Y: |
|
136.96% |
| Volatility 3Y: |
|
- |
