UBSW Unknown/ CH1209971519 /
11/06/2024 21:56:57 | Chg.-0.090 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.070EUR | -7.76% | - Bid Size: - |
- Ask Size: - |
INTL BUS. MACH. D... | 158.00 - | 21/06/2024 | Call |
Master data
WKN: | UK6HJM |
---|---|
Issuer: | UBS AG, LONDON BRANCH |
Currency: | EUR |
Underlying: | INTL BUS. MACH. DL-,20 |
Type: | Warrant |
Option type: | Call |
Strike price: | 158.00 - |
Maturity: | 21/06/2024 |
Issue date: | 15/08/2022 |
Last trading day: | 20/06/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 13.65 |
Leverage: | Yes |
Calculated values
Fair value: | 0.22 |
---|---|
Intrinsic value: | 0.03 |
Implied volatility: | 1.09 |
Historic volatility: | 0.19 |
Parity: | 0.03 |
Time value: | 1.13 |
Break-even: | 169.60 |
Moneyness: | 1.00 |
Premium: | 0.07 |
Premium p.a.: | 11.40 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | 0.54 |
Theta: | -0.57 |
Omega: | 7.40 |
Rho: | 0.02 |
Quote data
Open: | 1.170 |
---|---|
High: | 1.200 |
Low: | 0.870 |
Previous Close: | 1.160 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +32.10% | ||
---|---|---|---|
1 Month | +3.88% | ||
3 Months | -67.67% | ||
YTD | -8.55% | ||
1 Year | +205.71% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.160 | 0.810 |
---|---|---|
1M High / 1M Low: | 1.510 | 0.750 |
6M High / 6M Low: | 3.860 | 0.750 |
High (YTD): | 12/03/2024 | 3.860 |
Low (YTD): | 03/06/2024 | 0.750 |
52W High: | 12/03/2024 | 3.860 |
52W Low: | 23/06/2023 | 0.238 |
Avg. price 1W: | 0.996 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 1.096 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 2.056 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 1.263 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 191.81% | |
Volatility 6M: | 179.81% | |
Volatility 1Y: | 162.42% | |
Volatility 3Y: | - |