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UBS Call 51 TRVC 21.06.2024/  CH1198389319  /

EUWAX
2024-06-05  8:58:10 AM Chg.-0.080 Bid10:00:14 PM Ask10:00:14 PM Underlying Strike price Expiration date Option type
0.930EUR -7.92% -
Bid Size: -		 -
Ask Size: -		 CITIGROUP INC. DL -,... 51.00 - 2024-06-21 Call
 

Master data

WKN: UK5KGC
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CITIGROUP INC. DL -,01
Type: Warrant
Option type: Call
Strike price: 51.00 -
Maturity: 2024-06-21
Issue date: 2022-08-26
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.97
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.51
Implied volatility: 1.46
Historic volatility: 0.19
Parity: 0.51
Time value: 0.43
Break-even: 60.40
Moneyness: 1.10
Premium: 0.08
Premium p.a.: 4.42
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.68
Theta: -0.19
Omega: 4.06
Rho: 0.01
 

Quote data

Open: 0.930
High: 0.930
Low: 0.930
Previous Close: 1.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.06%
1 Month
  -8.82%
3 Months  
+45.31%
YTD  
+158.33%
1 Year  
+144.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.060 0.930
1M High / 1M Low: 1.270 0.930
6M High / 6M Low: 1.270 0.224
High (YTD): 2024-05-22 1.270
Low (YTD): 2024-01-18 0.300
52W High: 2024-05-22 1.270
52W Low: 2023-10-25 0.043
Avg. price 1W:   1.000
Avg. volume 1W:   0.000
Avg. price 1M:   1.125
Avg. volume 1M:   0.000
Avg. price 6M:   0.717
Avg. volume 6M:   0.000
Avg. price 1Y:   0.444
Avg. volume 1Y:   0.000
Volatility 1M:   100.81%
Volatility 6M:   176.56%
Volatility 1Y:   180.51%
Volatility 3Y:   -