UBS Call 87 XONA 21.06.2024
/ CH1220099373
UBS Call 87 XONA 21.06.2024/ CH1220099373 /
| 5/17/2024 9:33:41 AM |
Chg.-0.010 |
Bid9:40:43 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.890EUR |
-0.34% |
-
Bid Size: - |
-
Ask Size: - |
EXXON MOBIL CORP. |
87.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
UK7JUX |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EXXON MOBIL CORP. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
87.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
10/3/2022 |
| Last trading day: |
5/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.13 |
| Intrinsic value: |
2.11 |
| Implied volatility: |
1.77 |
| Historic volatility: |
0.19 |
| Parity: |
2.11 |
| Time value: |
0.77 |
| Break-even: |
115.80 |
| Moneyness: |
1.24 |
| Premium: |
0.07 |
| Premium p.a.: |
2.52 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.77 |
| Theta: |
-0.35 |
| Omega: |
2.89 |
| Rho: |
0.03 |
Quote data
| Open: |
2.900 |
| High: |
2.900 |
| Low: |
2.890 |
| Previous Close: |
2.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+8.65% |
| 3 Months |
|
|
+54.55% |
| YTD |
|
|
+95.27% |
| 1 Year |
|
|
+20.92% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.950 |
2.660 |
| 6M High / 6M Low: |
3.270 |
1.180 |
| High (YTD): |
4/11/2024 |
3.270 |
| Low (YTD): |
1/18/2024 |
1.180 |
| 52W High: |
4/11/2024 |
3.270 |
| 52W Low: |
1/18/2024 |
1.180 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.824 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.099 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.229 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
49.44% |
| Volatility 6M: |
|
80.69% |
| Volatility 1Y: |
|
84.38% |
| Volatility 3Y: |
|
- |
