UBS Call 770 MOH 17.06.2024
/ CH1227447823
UBS Call 770 MOH 17.06.2024/ CH1227447823 /
06/06/2024 09:21:36 |
Chg.+0.045 |
Bid12:17:41 |
Ask12:17:41 |
Underlying |
Strike price |
Expiration date |
Option type |
0.076EUR |
+145.16% |
0.075 Bid Size: 25,000 |
- Ask Size: - |
LVMH E... |
770.00 - |
17/06/2024 |
Call |
Master data
WKN: |
UK8Y8G |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
LVMH EO 0,3 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
770.00 - |
Maturity: |
17/06/2024 |
Issue date: |
28/10/2022 |
Last trading day: |
14/06/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
156.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.26 |
Parity: |
-0.17 |
Time value: |
0.05 |
Break-even: |
774.80 |
Moneyness: |
0.98 |
Premium: |
0.03 |
Premium p.a.: |
1.62 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.28 |
Theta: |
-0.45 |
Omega: |
44.47 |
Rho: |
0.06 |
Quote data
Open: |
0.076 |
High: |
0.076 |
Low: |
0.076 |
Previous Close: |
0.031 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+137.50% |
1 Month |
|
|
-77.65% |
3 Months |
|
|
-90.73% |
YTD |
|
|
-79.46% |
1 Year |
|
|
-93.50% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.034 |
0.028 |
1M High / 1M Low: |
0.380 |
0.028 |
6M High / 6M Low: |
1.230 |
0.028 |
High (YTD): |
14/03/2024 |
1.230 |
Low (YTD): |
04/06/2024 |
0.028 |
52W High: |
14/07/2023 |
1.670 |
52W Low: |
04/06/2024 |
0.028 |
Avg. price 1W: |
|
0.032 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.190 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.474 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.619 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
261.54% |
Volatility 6M: |
|
309.32% |
Volatility 1Y: |
|
252.02% |
Volatility 3Y: |
|
- |