UBS Call 87 XONA 21.06.2024
/ CH1220099373
UBS Call 87 XONA 21.06.2024/ CH1220099373 /
| 2024-05-03 9:23:39 AM |
Chg.-0.01 |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.72EUR |
-0.37% |
-
Bid Size: - |
-
Ask Size: - |
EXXON MOBIL CORP. |
87.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK7JUX |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EXXON MOBIL CORP. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
87.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-10-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
2.13 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.19 |
| Parity: |
2.13 |
| Time value: |
0.62 |
| Break-even: |
114.50 |
| Moneyness: |
1.25 |
| Premium: |
0.06 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.03 |
| Spread %: |
1.10% |
| Delta: |
0.79 |
| Theta: |
-0.12 |
| Omega: |
3.10 |
| Rho: |
0.08 |
Quote data
| Open: |
2.72 |
| High: |
2.72 |
| Low: |
2.72 |
| Previous Close: |
2.73 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.47% |
| 1 Month |
|
|
-9.03% |
| 3 Months |
|
|
+74.36% |
| YTD |
|
|
+85.03% |
| 1 Year |
|
|
+8.37% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.03 |
2.72 |
| 1M High / 1M Low: |
3.27 |
2.72 |
| 6M High / 6M Low: |
3.27 |
1.17 |
| High (YTD): |
2024-04-11 |
3.27 |
| Low (YTD): |
2024-01-18 |
1.17 |
| 52W High: |
2023-09-27 |
3.28 |
| 52W Low: |
2024-01-18 |
1.17 |
| Avg. price 1W: |
|
2.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.21 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
64.23% |
| Volatility 6M: |
|
87.56% |
| Volatility 1Y: |
|
85.96% |
| Volatility 3Y: |
|
- |
