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UBS Call 780 MOH 17.06.2024/  CH1227447831  /

EUWAX
2024-05-16  9:09:03 AM Chg.- Bid8:07:25 AM Ask8:07:25 AM Underlying Strike price Expiration date Option type
0.250EUR - 0.240
Bid Size: 10,000		 0.249
Ask Size: 10,000		 LVMH E... 780.00 - 2024-06-17 Call
 

Master data

WKN: UK8X5D
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: LVMH EO 0,3
Type: Warrant
Option type: Call
Strike price: 780.00 -
Maturity: 2024-06-17
Issue date: 2022-10-28
Last trading day: 2024-06-14
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 29.22
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.09
Implied volatility: 0.22
Historic volatility: 0.27
Parity: 0.09
Time value: 0.18
Break-even: 807.00
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.60
Theta: -0.36
Omega: 17.58
Rho: 0.39
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.88%
1 Month
  -55.36%
3 Months
  -66.67%
YTD
  -24.24%
1 Year
  -84.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.237
1M High / 1M Low: 0.560 0.225
6M High / 6M Low: 1.140 0.049
High (YTD): 2024-03-14 1.140
Low (YTD): 2024-01-17 0.049
52W High: 2023-05-22 1.640
52W Low: 2024-01-17 0.049
Avg. price 1W:   0.269
Avg. volume 1W:   0.000
Avg. price 1M:   0.327
Avg. volume 1M:   0.000
Avg. price 6M:   0.439
Avg. volume 6M:   0.000
Avg. price 1Y:   0.640
Avg. volume 1Y:   0.000
Volatility 1M:   220.70%
Volatility 6M:   312.20%
Volatility 1Y:   252.96%
Volatility 3Y:   -