UBS Call 102 VOW3 17.06.2024
/ CH1297157062
UBS Call 102 VOW3 17.06.2024/ CH1297157062 /
| 2024-05-17 8:19:10 AM |
Chg.- |
Bid10:00:15 PM |
Ask10:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.79EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
VOLKSWAGEN AG VZO O.... |
102.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL8DB4 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
102.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
1.29 |
| Historic volatility: |
0.22 |
| Parity: |
1.30 |
| Time value: |
0.54 |
| Break-even: |
120.30 |
| Moneyness: |
1.13 |
| Premium: |
0.05 |
| Premium p.a.: |
2.59 |
| Spread abs.: |
0.01 |
| Spread %: |
0.55% |
| Delta: |
0.73 |
| Theta: |
-0.36 |
| Omega: |
4.60 |
| Rho: |
0.02 |
Quote data
| Open: |
1.79 |
| High: |
1.79 |
| Low: |
1.79 |
| Previous Close: |
1.87 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+36.64% |
| 3 Months |
|
|
-12.68% |
| YTD |
|
|
+26.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.01 |
1.40 |
| 6M High / 6M Low: |
2.54 |
0.96 |
| High (YTD): |
2024-03-01 |
2.54 |
| Low (YTD): |
2024-01-19 |
0.96 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.99% |
| Volatility 6M: |
|
150.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
