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UBS Call 70 TOTB 17.06.2024/  CH1244009846  /

Frankfurt Zert./UBS
2024-05-03  7:30:41 PM Chg.-0.028 Bid7:52:02 PM Ask7:52:02 PM Underlying Strike price Expiration date Option type
0.045EUR -38.36% 0.047
Bid Size: 2,500		 0.087
Ask Size: 2,500		 TOTALENERGIES SE EO... 70.00 - 2024-06-17 Call
 

Master data

WKN: UL2MP0
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: TOTALENERGIES SE EO 2,50
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-06-17
Issue date: 2023-01-20
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 60.23
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.19
Parity: -0.32
Time value: 0.11
Break-even: 71.11
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 0.65
Spread abs.: 0.04
Spread %: 56.34%
Delta: 0.32
Theta: -0.02
Omega: 19.44
Rho: 0.03
 

Quote data

Open: 0.073
High: 0.076
Low: 0.045
Previous Close: 0.073
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -78.77%
1 Month
  -59.82%
3 Months  
+73.08%
YTD
  -42.31%
1 Year
  -62.18%
3 Years     -
5 Years     -
1W High / 1W Low: 0.212 0.073
1M High / 1M Low: 0.212 0.073
6M High / 6M Low: 0.212 0.001
High (YTD): 2024-04-26 0.212
Low (YTD): 2024-03-05 0.001
52W High: 2023-11-02 0.260
52W Low: 2024-03-05 0.001
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.148
Avg. volume 1M:   0.000
Avg. price 6M:   0.073
Avg. volume 6M:   0.000
Avg. price 1Y:   0.091
Avg. volume 1Y:   0.000
Volatility 1M:   314.86%
Volatility 6M:   815.01%
Volatility 1Y:   607.53%
Volatility 3Y:   -