UBS Call 85 XONA 21.06.2024
/ CH1220099365
UBS Call 85 XONA 21.06.2024/ CH1220099365 /
| 2024-05-03 7:35:12 PM |
Chg.-0.080 |
Bid9:56:57 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.850EUR |
-2.73% |
-
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: |
3.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.38 |
| Intrinsic value: |
2.33 |
| Implied volatility: |
1.03 |
| Historic volatility: |
0.19 |
| Parity: |
2.33 |
| Time value: |
0.60 |
| Break-even: |
114.30 |
| Moneyness: |
1.27 |
| Premium: |
0.06 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.02 |
| Spread %: |
0.69% |
| Delta: |
0.80 |
| Theta: |
-0.12 |
| Omega: |
2.96 |
| Rho: |
0.08 |
Quote data
| Open: |
2.910 |
| High: |
2.920 |
| Low: |
2.740 |
| Previous Close: |
2.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.06% |
| 1 Month |
|
|
-11.22% |
| 3 Months |
|
|
+59.22% |
| YTD |
|
|
+75.93% |
| 1 Year |
|
|
+5.17% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.230 |
2.930 |
| 1M High / 1M Low: |
3.450 |
2.930 |
| 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: |
|
3.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.284 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.163 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.371 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
54.67% |
| Volatility 6M: |
|
78.55% |
| Volatility 1Y: |
|
79.92% |
| Volatility 3Y: |
|
- |
