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UBS Call 700 MOH 17.06.2024/  CH1213895795  /

EUWAX
2024-05-21  10:04:16 AM Chg.-0.040 Bid5:47:10 PM Ask5:47:10 PM Underlying Strike price Expiration date Option type
0.810EUR -4.71% 0.720
Bid Size: 10,000		 0.750
Ask Size: 10,000		 LVMH E... 700.00 - 2024-06-17 Call
 

Master data

WKN: UK8JET
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: LVMH EO 0,3
Type: Warrant
Option type: Call
Strike price: 700.00 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 9.50
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.79
Implied volatility: 0.24
Historic volatility: 0.27
Parity: 0.79
Time value: 0.03
Break-even: 782.00
Moneyness: 1.11
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 1.23%
Delta: 0.96
Theta: -0.16
Omega: 9.09
Rho: 0.49
 

Quote data

Open: 0.810
High: 0.810
Low: 0.810
Previous Close: 0.850
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.90%
1 Month
  -11.96%
3 Months
  -40.44%
YTD  
+9.46%
1 Year
  -63.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.840
1M High / 1M Low: 1.030 0.840
6M High / 6M Low: 1.850 0.201
High (YTD): 2024-03-14 1.850
Low (YTD): 2024-01-17 0.201
52W High: 2023-05-22 2.240
52W Low: 2024-01-17 0.201
Avg. price 1W:   0.864
Avg. volume 1W:   0.000
Avg. price 1M:   0.911
Avg. volume 1M:   0.000
Avg. price 6M:   0.945
Avg. volume 6M:   161.290
Avg. price 1Y:   1.111
Avg. volume 1Y:   78.431
Volatility 1M:   94.01%
Volatility 6M:   201.42%
Volatility 1Y:   172.94%
Volatility 3Y:   -