UBS Call 23 8TI 21.06.2024
/ CH1309029614
UBS Call 23 8TI 21.06.2024/ CH1309029614 /
| 2024-05-31 7:57:57 PM |
Chg.-0.013 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.066EUR |
-16.46% |
-
Bid Size: - |
-
Ask Size: - |
STELLANTIS NV EO... |
23.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UM06AE |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
STELLANTIS NV EO -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
23.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
284.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.26 |
| Parity: |
-2.78 |
| Time value: |
0.07 |
| Break-even: |
23.07 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
10.05 |
| Spread abs.: |
0.01 |
| Spread %: |
7.58% |
| Delta: |
0.09 |
| Theta: |
-0.01 |
| Omega: |
24.92 |
| Rho: |
0.00 |
Quote data
| Open: |
0.075 |
| High: |
0.144 |
| Low: |
0.065 |
| Previous Close: |
0.079 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.14% |
| 1 Month |
|
|
-59.51% |
| 3 Months |
|
|
-96.65% |
| YTD |
|
|
-91.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.116 |
0.066 |
| 1M High / 1M Low: |
0.300 |
0.066 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-25 |
4.090 |
| Low (YTD): |
2024-05-31 |
0.066 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.087 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.139 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
431.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
