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UBS Call 64 TOTB 17.06.2024/  CH1235994964  /

Frankfurt Zert./UBS
6/7/2024  7:38:42 PM Chg.+0.011 Bid7:59:48 PM Ask- Underlying Strike price Expiration date Option type
0.142EUR +8.40% 0.136
Bid Size: 10,000		 -
Ask Size: -		 TOTALENERGIES SE EO... 64.00 - 6/17/2024 Call
 

Master data

WKN: UL1KC6
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: TOTALENERGIES SE EO 2,50
Type: Warrant
Option type: Call
Strike price: 64.00 -
Maturity: 6/17/2024
Issue date: 12/9/2022
Last trading day: 6/14/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 48.83
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.09
Implied volatility: 0.18
Historic volatility: 0.19
Parity: 0.09
Time value: 0.04
Break-even: 65.33
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.27
Spread abs.: 0.02
Spread %: 13.68%
Delta: 0.71
Theta: -0.04
Omega: 34.85
Rho: 0.01
 

Quote data

Open: 0.155
High: 0.161
Low: 0.117
Previous Close: 0.131
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -58.24%
1 Month
  -64.50%
3 Months  
+71.08%
YTD
  -39.06%
1 Year
  -14.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.198 0.118
1M High / 1M Low: 0.510 0.118
6M High / 6M Low: 0.640 0.065
High (YTD): 4/26/2024 0.640
Low (YTD): 2/20/2024 0.065
52W High: 4/26/2024 0.640
52W Low: 7/17/2023 0.064
Avg. price 1W:   0.149
Avg. volume 1W:   0.000
Avg. price 1M:   0.297
Avg. volume 1M:   0.000
Avg. price 6M:   0.248
Avg. volume 6M:   0.000
Avg. price 1Y:   0.252
Avg. volume 1Y:   254.902
Volatility 1M:   451.02%
Volatility 6M:   283.60%
Volatility 1Y:   241.61%
Volatility 3Y:   -