UBS Call 860 MOH 17.06.2024/  CH1244010182  /

UBS Investment Bank
6/3/2024  4:38:01 PM Chg.+0.004 Bid4:38:01 PM Ask- Underlying Strike price Expiration date Option type
0.005EUR +400.00% 0.005
Bid Size: 25,000
-
Ask Size: -
LVMH E... 860.00 - 6/17/2024 Call
 

Master data

WKN: UL2UCR
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: LVMH EO 0,3
Type: Warrant
Option type: Call
Strike price: 860.00 -
Maturity: 6/17/2024
Issue date: 1/20/2023
Last trading day: 6/14/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 198.62
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.26
Parity: -1.25
Time value: 0.04
Break-even: 863.70
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 66.38
Spread abs.: 0.04
Spread %: 3,600.00%
Delta: 0.10
Theta: -0.53
Omega: 19.34
Rho: 0.03
 

Quote data

Open: 0.002
High: 0.005
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month
  -73.68%
3 Months
  -98.65%
YTD
  -96.32%
1 Year
  -99.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.001
1M High / 1M Low: 0.054 0.001
6M High / 6M Low: 0.480 0.001
High (YTD): 3/14/2024 0.480
Low (YTD): 5/31/2024 0.001
52W High: 7/14/2023 1.050
52W Low: 5/31/2024 0.001
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   0.144
Avg. volume 6M:   0.000
Avg. price 1Y:   0.282
Avg. volume 1Y:   0.000
Volatility 1M:   1,432.96%
Volatility 6M:   1,185.20%
Volatility 1Y:   854.25%
Volatility 3Y:   -