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UBS Call 59 TOTB 17.06.2024/  CH1235994915  /

Frankfurt Zert./UBS
2024-05-17  9:29:57 AM Chg.+0.060 Bid9:39:07 AM Ask9:38:41 AM Underlying Strike price Expiration date Option type
0.820EUR +7.89% -
Bid Size: -		 -
Ask Size: -		 TOTALENERGIES SE EO... 59.00 - 2024-06-17 Call
 

Master data

WKN: UL09VD
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: TOTALENERGIES SE EO 2,50
Type: Warrant
Option type: Call
Strike price: 59.00 -
Maturity: 2024-06-17
Issue date: 2022-12-09
Last trading day: 2024-05-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.33
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.59
Implied volatility: 1.07
Historic volatility: 0.19
Parity: 0.59
Time value: 0.19
Break-even: 66.80
Moneyness: 1.10
Premium: 0.03
Premium p.a.: 2.14
Spread abs.: 0.01
Spread %: 1.30%
Delta: 0.75
Theta: -0.20
Omega: 6.21
Rho: 0.01
 

Quote data

Open: 0.820
High: 0.820
Low: 0.820
Previous Close: 0.760
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -4.65%
3 Months  
+192.86%
YTD  
+67.35%
1 Year  
+173.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.980 0.760
6M High / 6M Low: 1.100 0.232
High (YTD): 2024-04-26 1.100
Low (YTD): 2024-02-20 0.232
52W High: 2024-04-26 1.100
52W Low: 2023-07-17 0.148
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.900
Avg. volume 1M:   0.000
Avg. price 6M:   0.545
Avg. volume 6M:   0.000
Avg. price 1Y:   0.496
Avg. volume 1Y:   0.000
Volatility 1M:   144.29%
Volatility 6M:   155.97%
Volatility 1Y:   153.54%
Volatility 3Y:   -