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UBS Call 61 TOTB 17.06.2024/  CH1235994931  /

Frankfurt Zert./UBS
2024-05-17  9:22:08 AM Chg.+0.050 Bid9:41:27 AM Ask9:33:37 AM Underlying Strike price Expiration date Option type
0.620EUR +8.77% -
Bid Size: -		 -
Ask Size: -		 TOTALENERGIES SE EO... 61.00 - 2024-06-17 Call
 

Master data

WKN: UL08SA
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: TOTALENERGIES SE EO 2,50
Type: Warrant
Option type: Call
Strike price: 61.00 -
Maturity: 2024-06-17
Issue date: 2022-12-09
Last trading day: 2024-05-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.01
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.39
Implied volatility: 0.90
Historic volatility: 0.19
Parity: 0.39
Time value: 0.20
Break-even: 66.90
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 2.34
Spread abs.: 0.01
Spread %: 1.72%
Delta: 0.70
Theta: -0.18
Omega: 7.69
Rho: 0.01
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.570
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -6.06%
3 Months  
+236.96%
YTD  
+67.57%
1 Year  
+158.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.790 0.570
6M High / 6M Low: 0.910 0.148
High (YTD): 2024-04-26 0.910
Low (YTD): 2024-02-20 0.148
52W High: 2024-04-26 0.910
52W Low: 2023-07-17 0.108
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.705
Avg. volume 1M:   0.000
Avg. price 6M:   0.412
Avg. volume 6M:   0.000
Avg. price 1Y:   0.387
Avg. volume 1Y:   0.000
Volatility 1M:   182.19%
Volatility 6M:   179.62%
Volatility 1Y:   170.38%
Volatility 3Y:   -