UBS Call 600 MOH 17.06.2024
/ CH1213895696
UBS Call 600 MOH 17.06.2024/ CH1213895696 /
| 6/3/2024 11:31:55 AM |
Chg.-0.030 |
Bid11:31:55 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.360EUR |
-2.16% |
1.360
Bid Size: 25,000 |
-
Ask Size: - |
LVMH E... |
600.00 - |
6/17/2024 |
Call |
Master data
| WKN: |
UK786G |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
LVMH EO 0,3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 - |
| Maturity: |
6/17/2024 |
| Issue date: |
10/18/2022 |
| Last trading day: |
6/14/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.26 |
| Parity: |
1.35 |
| Time value: |
0.05 |
| Break-even: |
740.00 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
0.72% |
| Delta: |
0.92 |
| Theta: |
-0.64 |
| Omega: |
4.84 |
| Rho: |
0.21 |
Quote data
| Open: |
1.430 |
| High: |
1.450 |
| Low: |
1.360 |
| Previous Close: |
1.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.82% |
| 1 Month |
|
|
-26.09% |
| 3 Months |
|
|
-45.82% |
| YTD |
|
|
-9.93% |
| 1 Year |
|
|
-47.89% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.560 |
1.290 |
| 1M High / 1M Low: |
1.950 |
1.290 |
| 6M High / 6M Low: |
2.730 |
0.700 |
| High (YTD): |
3/14/2024 |
2.730 |
| Low (YTD): |
1/17/2024 |
0.700 |
| 52W High: |
7/14/2023 |
3.100 |
| 52W Low: |
1/17/2024 |
0.700 |
| Avg. price 1W: |
|
1.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.704 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.811 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.865 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
81.88% |
| Volatility 6M: |
|
113.03% |
| Volatility 1Y: |
|
106.91% |
| Volatility 3Y: |
|
- |
