UBS Call 100 VOW3 17.06.2024
/ CH1302946129
UBS Call 100 VOW3 17.06.2024/ CH1302946129 /
| 2024-05-16 8:51:49 AM |
Chg.-0.11 |
Bid10:45:16 AM |
Ask10:45:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.09EUR |
-5.00% |
2.09
Bid Size: 25,000 |
2.11
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: |
5.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.15 |
| Intrinsic value: |
2.12 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.21 |
| Parity: |
2.12 |
| Time value: |
0.06 |
| Break-even: |
121.80 |
| Moneyness: |
1.21 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
2.83% |
| Delta: |
0.96 |
| Theta: |
-0.03 |
| Omega: |
5.32 |
| Rho: |
0.08 |
Quote data
| Open: |
2.09 |
| High: |
2.09 |
| Low: |
2.09 |
| Previous Close: |
2.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.22% |
| 1 Month |
|
|
-7.52% |
| 3 Months |
|
|
-5.43% |
| YTD |
|
|
+33.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.20 |
1.71 |
| 1M High / 1M Low: |
2.26 |
1.53 |
| 6M High / 6M Low: |
2.77 |
1.09 |
| High (YTD): |
2024-04-08 |
2.77 |
| Low (YTD): |
2024-01-19 |
1.10 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.88 |
| Avg. volume 6M: |
|
8.13 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.42% |
| Volatility 6M: |
|
127.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
