UBS Call 670 MOH 17.06.2024
/ CH1213895761
UBS Call 670 MOH 17.06.2024/ CH1213895761 /
| 2024-05-17 9:20:21 AM |
Chg.+0.020 |
Bid9:41:28 AM |
Ask9:37:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.200EUR |
+1.69% |
-
Bid Size: - |
-
Ask Size: - |
LVMH E... |
670.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK8EXH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
LVMH EO 0,3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
670.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-10-18 |
| Last trading day: |
2024-05-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.27 |
| Parity: |
1.09 |
| Time value: |
0.10 |
| Break-even: |
789.00 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
0.87 |
| Theta: |
-0.51 |
| Omega: |
5.69 |
| Rho: |
0.41 |
Quote data
| Open: |
1.200 |
| High: |
1.200 |
| Low: |
1.200 |
| Previous Close: |
1.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.23% |
| 1 Month |
|
|
-1.64% |
| 3 Months |
|
|
-24.53% |
| YTD |
|
|
+27.66% |
| 1 Year |
|
|
-50.82% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
1.180 |
| 1M High / 1M Low: |
1.350 |
1.000 |
| 6M High / 6M Low: |
2.050 |
0.310 |
| High (YTD): |
2024-03-14 |
2.050 |
| Low (YTD): |
2024-01-17 |
0.310 |
| 52W High: |
2023-07-14 |
2.480 |
| 52W Low: |
2024-01-17 |
0.310 |
| Avg. price 1W: |
|
1.208 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.196 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.174 |
| Avg. volume 6M: |
|
203.252 |
| Avg. price 1Y: |
|
1.329 |
| Avg. volume 1Y: |
|
98.425 |
| Volatility 1M: |
|
114.48% |
| Volatility 6M: |
|
214.24% |
| Volatility 1Y: |
|
177.27% |
| Volatility 3Y: |
|
- |
