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UBS Call 770 MOH 17.06.2024/  CH1227447823  /

EUWAX
2024-05-16  9:09:03 AM Chg.-0.020 Bid10:00:13 PM Ask10:00:13 PM Underlying Strike price Expiration date Option type
0.310EUR -6.06% -
Bid Size: -		 -
Ask Size: -		 LVMH E... 770.00 - 2024-06-17 Call
 

Master data

WKN: UK8Y8G
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: LVMH EO 0,3
Type: Warrant
Option type: Call
Strike price: 770.00 -
Maturity: 2024-06-17
Issue date: 2022-10-28
Last trading day: 2024-06-14
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 23.21
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.19
Implied volatility: 0.23
Historic volatility: 0.27
Parity: 0.19
Time value: 0.15
Break-even: 804.00
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.67
Theta: -0.36
Omega: 15.51
Rho: 0.43
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.42%
1 Month
  -50.79%
3 Months
  -62.65%
YTD
  -16.22%
1 Year
  -81.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.290
1M High / 1M Low: 0.630 0.280
6M High / 6M Low: 1.230 0.060
High (YTD): 2024-03-14 1.230
Low (YTD): 2024-01-17 0.060
52W High: 2023-05-22 1.710
52W Low: 2024-01-17 0.060
Avg. price 1W:   0.332
Avg. volume 1W:   0.000
Avg. price 1M:   0.388
Avg. volume 1M:   0.000
Avg. price 6M:   0.491
Avg. volume 6M:   0.000
Avg. price 1Y:   0.691
Avg. volume 1Y:   0.000
Volatility 1M:   209.52%
Volatility 6M:   295.70%
Volatility 1Y:   241.49%
Volatility 3Y:   -