UBS Call 30 AXA 21.06.2024
/ CH1285193699
UBS Call 30 AXA 21.06.2024/ CH1285193699 /
| 2024-05-06 11:34:33 AM |
Chg.-0.017 |
Bid6:20:01 PM |
Ask6:20:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.243EUR |
-6.54% |
0.239
Bid Size: 2,500 |
0.260
Ask Size: 2,500 |
AXA S.A. INH. EO... |
30.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL8HUH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AXA S.A. INH. EO 2,29 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.16 |
| Parity: |
0.14 |
| Time value: |
0.07 |
| Break-even: |
32.08 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
10.64% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
11.00 |
| Rho: |
0.03 |
Quote data
| Open: |
0.243 |
| High: |
0.243 |
| Low: |
0.243 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.14% |
| 1 Month |
|
|
-43.49% |
| 3 Months |
|
|
+49.08% |
| YTD |
|
|
+100.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.260 |
| 1M High / 1M Low: |
0.460 |
0.260 |
| 6M High / 6M Low: |
0.520 |
0.071 |
| High (YTD): |
2024-04-04 |
0.520 |
| Low (YTD): |
2024-01-11 |
0.095 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.327 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.387 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.232 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.09% |
| Volatility 6M: |
|
151.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
