UBS Call 90 XONA 21.06.2024
/ CH1209958631
UBS Call 90 XONA 21.06.2024/ CH1209958631 /
2024-05-17 9:40:14 AM |
Chg.-0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.610EUR |
-0.38% |
- Bid Size: - |
- Ask Size: - |
EXXON MOBIL CORP. |
90.00 - |
2024-06-21 |
Call |
Master data
WKN: |
UK58ZH |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
EXXON MOBIL CORP. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-08-15 |
Last trading day: |
2024-05-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.25 |
Intrinsic value: |
1.25 |
Implied volatility: |
3.67 |
Historic volatility: |
0.19 |
Parity: |
1.25 |
Time value: |
1.37 |
Break-even: |
116.20 |
Moneyness: |
1.14 |
Premium: |
0.13 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.01 |
Spread %: |
0.38% |
Delta: |
0.70 |
Theta: |
-1.31 |
Omega: |
2.72 |
Rho: |
0.01 |
Quote data
Open: |
2.620 |
High: |
2.630 |
Low: |
2.610 |
Previous Close: |
2.620 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+0.77% |
3 Months |
|
|
+26.70% |
YTD |
|
|
+103.91% |
1 Year |
|
|
+27.32% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
2.690 |
2.590 |
6M High / 6M Low: |
3.060 |
0.980 |
High (YTD): |
2024-04-10 |
3.060 |
Low (YTD): |
2024-01-22 |
0.980 |
52W High: |
2023-09-27 |
3.190 |
52W Low: |
2024-01-22 |
0.980 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
2.627 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.899 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.994 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
51.92% |
Volatility 6M: |
|
88.09% |
Volatility 1Y: |
|
90.80% |
Volatility 3Y: |
|
- |