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UBS Call 720 MOH 17.06.2024/  CH1213895811  /

EUWAX
2024-05-17  10:22:39 AM Chg.-0.060 Bid2:58:00 PM Ask2:58:00 PM Underlying Strike price Expiration date Option type
0.660EUR -8.33% 0.650
Bid Size: 25,000		 0.660
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: 0.660
Low: 0.660
Previous Close: 0.720
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month
  -35.29%
3 Months
  -45.45%
YTD  
+6.45%
1 Year
  -67.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.660
1M High / 1M Low: 1.020 0.660
6M High / 6M Low: 1.660 0.148
High (YTD): 2024-03-14 1.660
Low (YTD): 2024-01-17 0.148
52W High: 2023-05-22 2.080
52W Low: 2024-01-17 0.148
Avg. price 1W:   0.720
Avg. volume 1W:   0.000
Avg. price 1M:   0.762
Avg. volume 1M:   0.000
Avg. price 6M:   0.797
Avg. volume 6M:   0.000
Avg. price 1Y:   0.989
Avg. volume 1Y:   0.000
Volatility 1M:   132.69%
Volatility 6M:   229.14%
Volatility 1Y:   191.82%
Volatility 3Y:   -