UBS Call 97 XONA 21.06.2024
/ CH1209958664
UBS Call 97 XONA 21.06.2024/ CH1209958664 /
| 2024-05-17 9:19:08 AM |
Chg.-0.010 |
Bid9:40:15 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.980EUR |
-0.50% |
-
Bid Size: - |
-
Ask Size: - |
EXXON MOBIL CORP. |
97.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK6AN8 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EXXON MOBIL CORP. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
97.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-08-15 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
2.88 |
| Historic volatility: |
0.19 |
| Parity: |
0.56 |
| Time value: |
1.42 |
| Break-even: |
116.80 |
| Moneyness: |
1.06 |
| Premium: |
0.14 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.51% |
| Delta: |
0.64 |
| Theta: |
-1.03 |
| Omega: |
3.29 |
| Rho: |
0.01 |
Quote data
| Open: |
1.990 |
| High: |
1.990 |
| Low: |
1.980 |
| Previous Close: |
1.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.88% |
| 3 Months |
|
|
+45.59% |
| YTD |
|
|
+132.94% |
| 1 Year |
|
|
+13.14% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.040 |
1.870 |
| 6M High / 6M Low: |
2.350 |
0.600 |
| High (YTD): |
2024-04-11 |
2.350 |
| Low (YTD): |
2024-01-22 |
0.600 |
| 52W High: |
2023-09-27 |
2.480 |
| 52W Low: |
2024-01-22 |
0.600 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.958 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.352 |
| Avg. volume 6M: |
|
6.542 |
| Avg. price 1Y: |
|
1.497 |
| Avg. volume 1Y: |
|
5.882 |
| Volatility 1M: |
|
63.37% |
| Volatility 6M: |
|
114.90% |
| Volatility 1Y: |
|
113.18% |
| Volatility 3Y: |
|
- |
