UBS Call 640 MOH 17.06.2024
/ CH1213895738
UBS Call 640 MOH 17.06.2024/ CH1213895738 /
| 2024-05-16 7:37:36 PM |
Chg.-0.020 |
Bid9:40:30 AM |
Ask9:38:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.480EUR |
-1.33% |
-
Bid Size: - |
-
Ask Size: - |
LVMH E... |
640.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK78XJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
LVMH EO 0,3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
640.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-10-18 |
| Last trading day: |
2024-05-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.27 |
| Parity: |
1.39 |
| Time value: |
0.10 |
| Break-even: |
789.00 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
0.89 |
| Theta: |
-0.54 |
| Omega: |
4.64 |
| Rho: |
0.40 |
Quote data
| Open: |
1.490 |
| High: |
1.490 |
| Low: |
1.450 |
| Previous Close: |
1.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.27% |
| 1 Month |
|
|
-1.33% |
| 3 Months |
|
|
-20.86% |
| YTD |
|
|
+26.50% |
| 1 Year |
|
|
-44.98% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.530 |
1.480 |
| 1M High / 1M Low: |
1.640 |
1.350 |
| 6M High / 6M Low: |
2.340 |
0.450 |
| High (YTD): |
2024-03-14 |
2.340 |
| Low (YTD): |
2024-01-17 |
0.450 |
| 52W High: |
2023-07-14 |
2.740 |
| 52W Low: |
2024-01-17 |
0.450 |
| Avg. price 1W: |
|
1.503 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.496 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.424 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.568 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
63.47% |
| Volatility 6M: |
|
174.82% |
| Volatility 1Y: |
|
148.96% |
| Volatility 3Y: |
|
- |
