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UBS Call 64 TOTB 17.06.2024/  CH1235994964  /

EUWAX
2024-06-07  10:38:50 AM Chg.+0.009 Bid10:00:14 PM Ask10:00:14 PM Underlying Strike price Expiration date Option type
0.133EUR +7.26% -
Bid Size: -		 -
Ask Size: -		 TOTALENERGIES SE EO... 64.00 - 2024-06-17 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: 2024-06-17
Issue date: 2022-12-09
Last trading day: 2024-06-14
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: 0.133
High: 0.133
Low: 0.133
Previous Close: 0.124
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.80%
1 Month
  -62.00%
3 Months  
+23.15%
YTD
  -41.67%
1 Year
  -19.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.124
1M High / 1M Low: 0.540 0.124
6M High / 6M Low: 0.620 0.071
High (YTD): 2024-04-30 0.620
Low (YTD): 2024-02-26 0.071
52W High: 2024-04-30 0.620
52W Low: 2023-07-17 0.064
Avg. price 1W:   0.167
Avg. volume 1W:   0.000
Avg. price 1M:   0.308
Avg. volume 1M:   0.000
Avg. price 6M:   0.254
Avg. volume 6M:   0.000
Avg. price 1Y:   0.255
Avg. volume 1Y:   254.902
Volatility 1M:   396.51%
Volatility 6M:   269.58%
Volatility 1Y:   232.05%
Volatility 3Y:   -