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UBS Call 710 MOH 17.06.2024/  CH1213895803  /

Frankfurt Zert./UBS
2024-05-17  7:37:27 PM Chg.-0.020 Bid2024-05-17 Ask2024-05-17 Underlying Strike price Expiration date Option type
0.780EUR -2.50% 0.780
Bid Size: 10,000		 0.790
Ask Size: 10,000		 LVMH E... 710.00 - 2024-06-17 Call
 

Master data

WKN: UK8JF5
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: LVMH EO 0,3
Type: Warrant
Option type: Call
Strike price: 710.00 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 9.83
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.76
Implied volatility: 0.25
Historic volatility: 0.27
Parity: 0.76
Time value: 0.04
Break-even: 790.00
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 1.27%
Delta: 0.93
Theta: -0.19
Omega: 9.17
Rho: 0.56
 

Quote data

Open: 0.800
High: 0.800
Low: 0.750
Previous Close: 0.800
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.88%
1 Month
  -13.33%
3 Months
  -34.45%
YTD  
+16.42%
1 Year
  -62.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.760
1M High / 1M Low: 0.970 0.650
6M High / 6M Low: 1.670 0.173
High (YTD): 2024-03-14 1.670
Low (YTD): 2024-01-17 0.173
52W High: 2023-07-14 2.140
52W Low: 2024-01-17 0.173
Avg. price 1W:   0.802
Avg. volume 1W:   0.000
Avg. price 1M:   0.825
Avg. volume 1M:   0.000
Avg. price 6M:   0.861
Avg. volume 6M:   0.000
Avg. price 1Y:   1.045
Avg. volume 1Y:   7.813
Volatility 1M:   146.39%
Volatility 6M:   212.32%
Volatility 1Y:   182.56%
Volatility 3Y:   -