UBS Call 106 VOW3 17.06.2024
/ CH1278957118
UBS Call 106 VOW3 17.06.2024/ CH1278957118 /
| 2024-05-17 9:32:17 AM |
Chg.+0.020 |
Bid9:41:35 AM |
Ask9:38:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.420EUR |
+1.43% |
-
Bid Size: - |
-
Ask Size: - |
VOLKSWAGEN AG VZO O.... |
106.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL8Q72 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
106.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.21 |
| Parity: |
1.32 |
| Time value: |
0.12 |
| Break-even: |
120.30 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.70% |
| Delta: |
0.87 |
| Theta: |
-0.06 |
| Omega: |
7.28 |
| Rho: |
0.06 |
Quote data
| Open: |
1.400 |
| High: |
1.420 |
| Low: |
1.400 |
| Previous Close: |
1.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.33% |
| 1 Month |
|
|
-12.35% |
| 3 Months |
|
|
-23.66% |
| YTD |
|
|
+24.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.500 |
1.400 |
| 1M High / 1M Low: |
1.620 |
0.920 |
| 6M High / 6M Low: |
2.150 |
0.720 |
| High (YTD): |
2024-02-28 |
2.150 |
| Low (YTD): |
2024-01-19 |
0.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.440 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.324 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.385 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.20% |
| Volatility 6M: |
|
177.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
