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UBS Call 100 VOW3 17.06.2024/  CH1302946129  /

Frankfurt Zert./UBS
2024-05-16  9:29:45 AM Chg.-0.050 Bid9:55:07 AM Ask9:55:07 AM Underlying Strike price Expiration date Option type
2.050EUR -2.38% 2.030
Bid Size: 25,000		 2.050
Ask Size: 25,000		 VOLKSWAGEN AG VZO O.... 100.00 EUR 2024-06-17 Call
 

Master data

WKN: UL885A
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 100.00 EUR
Maturity: 2024-06-17
Issue date: 2023-11-02
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.37
Leverage: Yes

Calculated values

Fair value: 2.22
Intrinsic value: 2.19
Implied volatility: 0.46
Historic volatility: 0.21
Parity: 2.19
Time value: 0.09
Break-even: 122.70
Moneyness: 1.22
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.06
Spread %: 2.71%
Delta: 0.94
Theta: -0.04
Omega: 5.02
Rho: 0.08
 

Quote data

Open: 2.090
High: 2.090
Low: 2.050
Previous Close: 2.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+16.48%
1 Month
  -2.38%
3 Months
  -3.76%
YTD  
+32.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.180 1.680
1M High / 1M Low: 2.200 1.480
6M High / 6M Low: 2.710 1.100
High (YTD): 2024-02-28 2.710
Low (YTD): 2024-01-19 1.100
52W High: - -
52W Low: - -
Avg. price 1W:   1.922
Avg. volume 1W:   0.000
Avg. price 1M:   1.946
Avg. volume 1M:   0.000
Avg. price 6M:   1.871
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.63%
Volatility 6M:   139.87%
Volatility 1Y:   -
Volatility 3Y:   -