UBS Call 85 XONA 21.06.2024
/ CH1220099365
UBS Call 85 XONA 21.06.2024/ CH1220099365 /
5/17/2024 9:34:08 AM |
Chg.-0.020 |
Bid9:38:09 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.070EUR |
-0.65% |
- Bid Size: - |
- Ask Size: - |
EXXON MOBIL CORP. |
85.00 - |
6/21/2024 |
Call |
Master data
WKN: |
UK7J3U |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
EXXON MOBIL CORP. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 - |
Maturity: |
6/21/2024 |
Issue date: |
10/3/2022 |
Last trading day: |
5/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.95 |
Intrinsic value: |
1.94 |
Implied volatility: |
2.77 |
Historic volatility: |
0.19 |
Parity: |
1.94 |
Time value: |
1.13 |
Break-even: |
115.70 |
Moneyness: |
1.23 |
Premium: |
0.11 |
Premium p.a.: |
16.99 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.74 |
Theta: |
-0.68 |
Omega: |
2.53 |
Rho: |
0.02 |
Quote data
Open: |
3.090 |
High: |
3.090 |
Low: |
3.070 |
Previous Close: |
3.090 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+5.86% |
3 Months |
|
|
+39.55% |
YTD |
|
|
+89.51% |
1 Year |
|
|
+16.73% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
3.120 |
2.900 |
6M High / 6M Low: |
3.450 |
1.320 |
High (YTD): |
4/11/2024 |
3.450 |
Low (YTD): |
1/18/2024 |
1.320 |
52W High: |
4/11/2024 |
3.450 |
52W Low: |
1/18/2024 |
1.320 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
3.029 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.286 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.383 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
37.83% |
Volatility 6M: |
|
74.81% |
Volatility 1Y: |
|
80.01% |
Volatility 3Y: |
|
- |