UBS Call 61 TOTB 17.06.2024
/ CH1235994931
UBS Call 61 TOTB 17.06.2024/ CH1235994931 /
| 2024-05-16 10:19:23 AM |
Chg.- |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
- |
-
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: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1.64% |
| 3 Months |
|
|
+183.11% |
| YTD |
|
|
+72.22% |
| 1 Year |
|
|
+158.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.820 |
0.610 |
| 6M High / 6M Low: |
0.900 |
0.154 |
| High (YTD): |
2024-04-30 |
0.900 |
| Low (YTD): |
2024-02-26 |
0.154 |
| 52W High: |
2024-04-30 |
0.900 |
| 52W Low: |
2023-07-17 |
0.108 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.737 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.415 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.388 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
223.53% |
| Volatility 6M: |
|
189.41% |
| Volatility 1Y: |
|
175.88% |
| Volatility 3Y: |
|
- |
