UBS Call 90 XONA 21.06.2024/  CH1209958631  /

UBS Investment Bank
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:   -