UBS Call 720 MOH 17.06.2024
/ CH1213895811
UBS Call 720 MOH 17.06.2024/ CH1213895811 /
2024-05-17 4:59:22 PM |
Chg.-0.030 |
Bid2024-05-17 |
Ask2024-05-17 |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
-4.23% |
0.680 Bid Size: 25,000 |
0.690 Ask Size: 25,000 |
LVMH E... |
720.00 - |
2024-06-17 |
Call |
Master data
WKN: |
UK8F9H |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
LVMH EO 0,3 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
720.00 - |
Maturity: |
2024-06-17 |
Issue date: |
2022-10-18 |
Last trading day: |
2024-06-14 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.72 |
Intrinsic value: |
0.66 |
Implied volatility: |
0.25 |
Historic volatility: |
0.27 |
Parity: |
0.66 |
Time value: |
0.05 |
Break-even: |
791.00 |
Moneyness: |
1.09 |
Premium: |
0.01 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
1.43% |
Delta: |
0.90 |
Theta: |
-0.22 |
Omega: |
10.00 |
Rho: |
0.54 |
Quote data
Open: |
0.660 |
High: |
0.690 |
Low: |
0.650 |
Previous Close: |
0.710 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.85% |
1 Month |
|
|
-21.84% |
3 Months |
|
|
-38.18% |
YTD |
|
|
+11.48% |
1 Year |
|
|
-66.99% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.760 |
0.670 |
1M High / 1M Low: |
0.880 |
0.570 |
6M High / 6M Low: |
1.570 |
0.148 |
High (YTD): |
2024-03-14 |
1.570 |
Low (YTD): |
2024-01-17 |
0.148 |
52W High: |
2023-05-22 |
2.070 |
52W Low: |
2024-01-17 |
0.148 |
Avg. price 1W: |
|
0.722 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.748 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.790 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.984 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
152.18% |
Volatility 6M: |
|
224.90% |
Volatility 1Y: |
|
191.59% |
Volatility 3Y: |
|
- |