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UBS Call 79 SNW 17.06.2024/  CH1223934980  /

Frankfurt Zert./UBS
2024-06-14  4:48:29 PM Chg.-0.160 Bid5:16:37 PM Ask- Underlying Strike price Expiration date Option type
0.760EUR -17.39% -
Bid Size: -		 -
Ask Size: -		 SANOFI SA INHABER ... 79.00 - 2024-06-17 Call
 

Master data

WKN: UK8JPH
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SANOFI SA INHABER EO 2
Type: Warrant
Option type: Call
Strike price: 79.00 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.37
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.74
Implied volatility: 0.82
Historic volatility: 0.25
Parity: 0.74
Time value: 0.02
Break-even: 86.60
Moneyness: 1.09
Premium: 0.00
Premium p.a.: 0.43
Spread abs.: -0.04
Spread %: -5.00%
Delta: 0.93
Theta: -0.18
Omega: 10.63
Rho: 0.00
 

Quote data

Open: 0.880
High: 0.910
Low: 0.760
Previous Close: 0.920
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -37.19%
1 Month
  -32.14%
3 Months
  -25.49%
YTD
  -41.09%
1 Year
  -63.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.110 0.760
1M High / 1M Low: 1.210 0.760
6M High / 6M Low: 1.820 0.710
High (YTD): 2024-01-12 1.820
Low (YTD): 2024-04-18 0.710
52W High: 2023-10-12 2.720
52W Low: 2024-04-18 0.710
Avg. price 1W:   0.988
Avg. volume 1W:   0.000
Avg. price 1M:   1.070
Avg. volume 1M:   0.000
Avg. price 6M:   1.159
Avg. volume 6M:   0.000
Avg. price 1Y:   1.576
Avg. volume 1Y:   0.000
Volatility 1M:   118.22%
Volatility 6M:   129.85%
Volatility 1Y:   128.66%
Volatility 3Y:   -