UBS Call 93 XONA 21.06.2024
/ CH1209958649
UBS Call 93 XONA 21.06.2024/ CH1209958649 /
| 2024-06-13 9:56:07 PM |
Chg.-0.080 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.600EUR |
-4.76% |
-
Bid Size: - |
-
Ask Size: - |
EXXON MOBIL CORP. |
93.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK575B |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EXXON MOBIL CORP. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
93.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-08-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
1.97 |
| Historic volatility: |
0.19 |
| Parity: |
0.96 |
| Time value: |
0.72 |
| Break-even: |
109.80 |
| Moneyness: |
1.10 |
| Premium: |
0.07 |
| Premium p.a.: |
21.16 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.69 |
| Theta: |
-0.67 |
| Omega: |
4.19 |
| Rho: |
0.01 |
Quote data
| Open: |
1.610 |
| High: |
1.650 |
| Low: |
1.560 |
| Previous Close: |
1.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.04% |
| 1 Month |
|
|
-31.03% |
| 3 Months |
|
|
-11.11% |
| YTD |
|
|
+46.79% |
| 1 Year |
|
|
-13.98% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.840 |
1.600 |
| 1M High / 1M Low: |
2.500 |
1.600 |
| 6M High / 6M Low: |
2.780 |
0.800 |
| High (YTD): |
2024-04-10 |
2.780 |
| Low (YTD): |
2024-01-22 |
0.800 |
| 52W High: |
2023-09-27 |
2.950 |
| 52W Low: |
2024-01-22 |
0.800 |
| Avg. price 1W: |
|
1.746 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.030 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.707 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.788 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
104.63% |
| Volatility 6M: |
|
101.20% |
| Volatility 1Y: |
|
100.28% |
| Volatility 3Y: |
|
- |
