UBS Call 16 CAR 21.06.2024
/ CH1297160074
UBS Call 16 CAR 21.06.2024/ CH1297160074 /
| 2024-06-06 7:32:36 PM |
Chg.-0.001 |
Bid7:45:31 PM |
Ask7:45:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.001EUR |
-50.00% |
0.001
Bid Size: 25,000 |
0.007
Ask Size: 25,000 |
CARREFOUR S.A. INH.E... |
16.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL71BF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
213.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
-0.11 |
| Time value: |
0.01 |
| Break-even: |
16.07 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
4.85 |
| Spread abs.: |
0.01 |
| Spread %: |
600.00% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
31.88 |
| Rho: |
0.00 |
Quote data
| Open: |
0.002 |
| High: |
0.002 |
| Low: |
0.001 |
| Previous Close: |
0.002 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-66.67% |
| 1 Month |
|
|
-93.75% |
| 3 Months |
|
|
-98.04% |
| YTD |
|
|
-99.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.009 |
0.002 |
| 1M High / 1M Low: |
0.086 |
0.002 |
| 6M High / 6M Low: |
0.196 |
0.002 |
| High (YTD): |
2024-01-04 |
0.148 |
| Low (YTD): |
2024-06-05 |
0.002 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.032 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.071 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,364.22% |
| Volatility 6M: |
|
609.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
