UBS Call 85 XONA 21.06.2024
/ CH1220099365
UBS Call 85 XONA 21.06.2024/ CH1220099365 /
| 2024-05-17 9:34:08 AM |
Chg.-0.020 |
Bid9:38:09 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.070EUR |
-0.65% |
-
Bid Size: - |
-
Ask Size: - |
EXXON MOBIL CORP. |
85.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK7J3U |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EXXON MOBIL CORP. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-10-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.38 |
| Intrinsic value: |
2.35 |
| Implied volatility: |
1.39 |
| Historic volatility: |
0.19 |
| Parity: |
2.35 |
| Time value: |
0.74 |
| Break-even: |
115.90 |
| Moneyness: |
1.28 |
| Premium: |
0.07 |
| Premium p.a.: |
1.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.32% |
| Delta: |
0.79 |
| Theta: |
-0.20 |
| Omega: |
2.76 |
| Rho: |
0.05 |
Quote data
| Open: |
3.090 |
| High: |
3.090 |
| Low: |
3.070 |
| Previous Close: |
3.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.32% |
| 1 Month |
|
|
-2.54% |
| 3 Months |
|
|
+57.44% |
| YTD |
|
|
+89.51% |
| 1 Year |
|
|
+26.86% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.120 |
2.990 |
| 1M High / 1M Low: |
3.390 |
2.850 |
| 6M High / 6M Low: |
3.450 |
1.320 |
| High (YTD): |
2024-04-11 |
3.450 |
| Low (YTD): |
2024-01-18 |
1.320 |
| 52W High: |
2024-04-11 |
3.450 |
| 52W Low: |
2024-01-18 |
1.320 |
| Avg. price 1W: |
|
3.046 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.122 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.237 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.388 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
55.97% |
| Volatility 6M: |
|
74.79% |
| Volatility 1Y: |
|
79.11% |
| Volatility 3Y: |
|
- |
