UBS Call 680 MOH 17.06.2024
/ CH1213895779
UBS Call 680 MOH 17.06.2024/ CH1213895779 /
| 17/05/2024 09:25:33 |
Chg.0.000 |
Bid09:39:05 |
Ask09:39:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.090EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
LVMH E... |
680.00 - |
17/06/2024 |
Call |
Master data
| WKN: |
UK8CRB |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
LVMH EO 0,3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
680.00 - |
| Maturity: |
17/06/2024 |
| Issue date: |
18/10/2022 |
| Last trading day: |
20/05/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
3.21 |
| Historic volatility: |
0.26 |
| Parity: |
0.52 |
| Time value: |
0.59 |
| Break-even: |
790.00 |
| Moneyness: |
1.08 |
| Premium: |
0.08 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
1.85% |
| Delta: |
0.65 |
| Theta: |
-13.11 |
| Omega: |
4.35 |
| Rho: |
0.03 |
Quote data
| Open: |
1.090 |
| High: |
1.090 |
| Low: |
1.090 |
| Previous Close: |
1.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-4.39% |
| 3 Months |
|
|
-44.39% |
| YTD |
|
|
+25.29% |
| 1 Year |
|
|
-47.09% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.140 |
1.090 |
| 6M High / 6M Low: |
1.960 |
0.270 |
| High (YTD): |
14/03/2024 |
1.960 |
| Low (YTD): |
17/01/2024 |
0.270 |
| 52W High: |
14/07/2023 |
2.390 |
| 52W Low: |
17/01/2024 |
0.270 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.158 |
| Avg. volume 6M: |
|
377.358 |
| Avg. price 1Y: |
|
1.204 |
| Avg. volume 1Y: |
|
168.776 |
| Volatility 1M: |
|
21.27% |
| Volatility 6M: |
|
185.39% |
| Volatility 1Y: |
|
162.68% |
| Volatility 3Y: |
|
- |
