UBS Call 14.5 GZF 21.06.2024
/ CH1278957639
UBS Call 14.5 GZF 21.06.2024/ CH1278957639 /
| 2024-04-30 10:14:28 AM |
Chg.- |
Bid10:00:15 PM |
Ask10:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.179EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ENGIE S.A. INH. ... |
14.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL8RZM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ENGIE S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.14 |
| Parity: |
0.18 |
| Time value: |
0.02 |
| Break-even: |
16.48 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
17.86% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
7.12 |
| Rho: |
0.02 |
Quote data
| Open: |
0.179 |
| High: |
0.179 |
| Low: |
0.179 |
| Previous Close: |
0.166 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.76% |
| 1 Month |
|
|
+61.26% |
| 3 Months |
|
|
+141.89% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.179 |
0.152 |
| 1M High / 1M Low: |
0.179 |
0.099 |
| 6M High / 6M Low: |
0.227 |
0.035 |
| High (YTD): |
2024-01-08 |
0.227 |
| Low (YTD): |
2024-02-09 |
0.035 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.164 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.131 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.127 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.84% |
| Volatility 6M: |
|
187.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
