UBS Call 105 VOW3 17.06.2024
/ CH1278957100
UBS Call 105 VOW3 17.06.2024/ CH1278957100 /
| 2024-05-06 4:43:37 PM |
Chg.+0.150 |
Bid4:49:12 PM |
Ask4:49:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.250EUR |
+13.64% |
1.250
Bid Size: 25,000 |
1.270
Ask Size: 25,000 |
VOLKSWAGEN AG VZO O.... |
105.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UL8QXT |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.22 |
| Parity: |
1.05 |
| Time value: |
0.13 |
| Break-even: |
116.80 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
5.36% |
| Delta: |
0.86 |
| Theta: |
-0.04 |
| Omega: |
8.42 |
| Rho: |
0.10 |
Quote data
| Open: |
1.160 |
| High: |
1.300 |
| Low: |
1.160 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.88% |
| 1 Month |
|
|
-43.69% |
| 3 Months |
|
|
-20.38% |
| YTD |
|
|
+4.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.600 |
1.010 |
| 1M High / 1M Low: |
2.200 |
1.010 |
| 6M High / 6M Low: |
2.240 |
0.780 |
| High (YTD): |
2024-02-28 |
2.240 |
| Low (YTD): |
2024-01-19 |
0.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.237 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.681 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.421 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.34% |
| Volatility 6M: |
|
169.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
