UBS Call 10 FTE 21.06.2024
/ CH1310042218
UBS Call 10 FTE 21.06.2024/ CH1310042218 /
| 2024-06-07 7:40:07 PM |
Chg.-0.334 |
Bid7:59:10 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.196EUR |
-63.02% |
0.191
Bid Size: 2,500 |
-
Ask Size: - |
ORANGE INH. ... |
10.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UM0NBY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.14 |
| Parity: |
0.49 |
| Time value: |
0.06 |
| Break-even: |
10.55 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
5.77% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
16.02 |
| Rho: |
0.00 |
Quote data
| Open: |
0.245 |
| High: |
0.245 |
| Low: |
0.185 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-75.19% |
| 1 Month |
|
|
-61.57% |
| 3 Months |
|
|
-72.00% |
| YTD |
|
|
-74.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.530 |
| 1M High / 1M Low: |
0.890 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-23 |
1.460 |
| Low (YTD): |
2024-04-15 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.694 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
