UBS Call 95 XONA 21.06.2024
/ CH1209958656
UBS Call 95 XONA 21.06.2024/ CH1209958656 /
| 2024-05-17 9:34:40 AM |
Chg.0.000 |
Bid9:40:43 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.160EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
EXXON MOBIL CORP. |
95.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK6AMV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EXXON MOBIL CORP. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-08-15 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
3.03 |
| Historic volatility: |
0.19 |
| Parity: |
0.76 |
| Time value: |
1.40 |
| Break-even: |
116.60 |
| Moneyness: |
1.08 |
| Premium: |
0.14 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.47% |
| Delta: |
0.65 |
| Theta: |
-1.06 |
| Omega: |
3.11 |
| Rho: |
0.01 |
Quote data
| Open: |
2.170 |
| High: |
2.170 |
| Low: |
2.160 |
| Previous Close: |
2.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+4.85% |
| 3 Months |
|
|
+42.11% |
| YTD |
|
|
+125.00% |
| 1 Year |
|
|
+14.89% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.200 |
2.060 |
| 6M High / 6M Low: |
2.530 |
0.690 |
| High (YTD): |
2024-04-11 |
2.530 |
| Low (YTD): |
2024-01-22 |
0.690 |
| 52W High: |
2023-09-27 |
2.640 |
| 52W Low: |
2024-01-22 |
0.690 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.132 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.500 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.633 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
51.22% |
| Volatility 6M: |
|
105.74% |
| Volatility 1Y: |
|
106.01% |
| Volatility 3Y: |
|
- |
