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UBS Call 68 TOTB 17.06.2024/  CH1235995003  /

Frankfurt Zert./UBS
2024-05-03  7:37:15 PM Chg.-0.039 Bid7:59:28 PM Ask7:59:28 PM Underlying Strike price Expiration date Option type
0.104EUR -27.27% 0.106
Bid Size: 2,500		 0.146
Ask Size: 2,500		 TOTALENERGIES SE EO... 68.00 - 2024-06-17 Call
 

Master data

WKN: UL1AEX
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: TOTALENERGIES SE EO 2,50
Type: Warrant
Option type: Call
Strike price: 68.00 -
Maturity: 2024-06-17
Issue date: 2022-12-09
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 36.93
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.19
Parity: -0.12
Time value: 0.18
Break-even: 69.81
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.42
Spread abs.: 0.04
Spread %: 28.37%
Delta: 0.46
Theta: -0.03
Omega: 16.86
Rho: 0.04
 

Quote data

Open: 0.144
High: 0.145
Low: 0.100
Previous Close: 0.143
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -68.48%
1 Month
  -48.26%
3 Months  
+108.00%
YTD
  -10.34%
1 Year
  -33.76%
3 Years     -
5 Years     -
1W High / 1W Low: 0.290 0.104
1M High / 1M Low: 0.330 0.104
6M High / 6M Low: 0.330 0.011
High (YTD): 2024-04-26 0.330
Low (YTD): 2024-03-05 0.011
52W High: 2024-04-26 0.330
52W Low: 2024-03-05 0.011
Avg. price 1W:   0.191
Avg. volume 1W:   0.000
Avg. price 1M:   0.234
Avg. volume 1M:   0.000
Avg. price 6M:   0.115
Avg. volume 6M:   0.000
Avg. price 1Y:   0.129
Avg. volume 1Y:   0.000
Volatility 1M:   275.33%
Volatility 6M:   380.96%
Volatility 1Y:   314.80%
Volatility 3Y:   -