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UBS Call 57 TOTB 20.12.2024/  CH1251038720  /

EUWAX
11/15/2024  10:21:49 AM Chg.+0.014 Bid10:00:23 PM Ask10:00:23 PM Underlying Strike price Expiration date Option type
0.180EUR +8.43% -
Bid Size: -		 -
Ask Size: -		 TOTALENERGIES SE EO... 57.00 EUR 12/20/2024 Call
 

Master data

WKN: UL1899
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: TOTALENERGIES SE EO 2,50
Type: Warrant
Option type: Call
Strike price: 57.00 EUR
Maturity: 12/20/2024
Issue date: 2/21/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 27.65
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.05
Implied volatility: 0.25
Historic volatility: 0.19
Parity: 0.05
Time value: 0.16
Break-even: 59.08
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.34
Spread abs.: 0.02
Spread %: 7.77%
Delta: 0.58
Theta: -0.03
Omega: 15.95
Rho: 0.03
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.166
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.88%
1 Month
  -60.00%
3 Months
  -72.73%
YTD
  -76.00%
1 Year
  -78.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.181 0.125
1M High / 1M Low: 0.450 0.125
6M High / 6M Low: 1.190 0.125
High (YTD): 4/30/2024 1.390
Low (YTD): 11/13/2024 0.125
52W High: 4/30/2024 1.390
52W Low: 11/13/2024 0.125
Avg. price 1W:   0.162
Avg. volume 1W:   0.000
Avg. price 1M:   0.309
Avg. volume 1M:   0.000
Avg. price 6M:   0.644
Avg. volume 6M:   0.000
Avg. price 1Y:   0.741
Avg. volume 1Y:   0.000
Volatility 1M:   264.67%
Volatility 6M:   190.60%
Volatility 1Y:   153.97%
Volatility 3Y:   -