UBS Call 640 MOH 17.06.2024
/ CH1213895738
UBS Call 640 MOH 17.06.2024/ CH1213895738 /
| 5/16/2024 7:37:36 PM |
Chg.-0.020 |
Bid9:40:30 AM |
Ask9:38:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.480EUR |
-1.33% |
-
Bid Size: - |
-
Ask Size: - |
LVMH E... |
640.00 - |
6/17/2024 |
Call |
Master data
| WKN: |
UK78XJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
LVMH EO 0,3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
640.00 - |
| Maturity: |
6/17/2024 |
| Issue date: |
10/18/2022 |
| Last trading day: |
5/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
3.91 |
| Historic volatility: |
0.26 |
| Parity: |
0.92 |
| Time value: |
0.58 |
| Break-even: |
789.00 |
| Moneyness: |
1.14 |
| Premium: |
0.08 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
0.71 |
| Theta: |
-14.81 |
| Omega: |
3.49 |
| Rho: |
0.03 |
Quote data
| Open: |
1.490 |
| High: |
1.490 |
| Low: |
1.450 |
| Previous Close: |
1.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-3.27% |
| 3 Months |
|
|
-36.75% |
| YTD |
|
|
+26.50% |
| 1 Year |
|
|
-38.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.530 |
1.480 |
| 6M High / 6M Low: |
2.340 |
0.450 |
| High (YTD): |
3/14/2024 |
2.340 |
| Low (YTD): |
1/17/2024 |
0.450 |
| 52W High: |
7/14/2023 |
2.740 |
| 52W Low: |
1/17/2024 |
0.450 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.503 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.499 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.518 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
7.02% |
| Volatility 6M: |
|
181.50% |
| Volatility 1Y: |
|
152.08% |
| Volatility 3Y: |
|
- |
