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UBS Call 690 MOH 17.06.2024/  CH1213895787  /

EUWAX
2024-06-03  10:05:14 AM Chg.+0.010 Bid12:31:18 PM Ask12:30:35 PM Underlying Strike price Expiration date Option type
0.490EUR +2.08% 0.490
Bid Size: 25,000		 -
Ask Size: -		 LVMH E... 690.00 - 2024-06-17 Call
 

Master data

WKN: UK8D3B
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: LVMH EO 0,3
Type: Warrant
Option type: Call
Strike price: 690.00 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 14.13
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.45
Implied volatility: 0.39
Historic volatility: 0.26
Parity: 0.45
Time value: 0.07
Break-even: 742.00
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 1.96%
Delta: 0.81
Theta: -0.60
Omega: 11.45
Rho: 0.21
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.44%
1 Month
  -47.31%
3 Months
  -69.18%
YTD
  -38.75%
1 Year
  -72.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.410
1M High / 1M Low: 1.060 0.410
6M High / 6M Low: 1.950 0.233
High (YTD): 2024-03-14 1.950
Low (YTD): 2024-01-17 0.233
52W High: 2023-07-14 2.310
52W Low: 2024-01-17 0.233
Avg. price 1W:   0.520
Avg. volume 1W:   0.000
Avg. price 1M:   0.820
Avg. volume 1M:   0.000
Avg. price 6M:   1.026
Avg. volume 6M:   161.290
Avg. price 1Y:   1.133
Avg. volume 1Y:   78.740
Volatility 1M:   145.99%
Volatility 6M:   194.57%
Volatility 1Y:   167.95%
Volatility 3Y:   -