OverviewChartNewsTraderScreen

UBS Call 58 TOTB 20.12.2024/  CH1251038738  /

Frankfurt Zert./UBS
10/11/2024  7:39:22 PM Chg.-0.030 Bid7:48:24 PM Ask7:48:24 PM Underlying Strike price Expiration date Option type
0.560EUR -5.08% 0.560
Bid Size: 10,000		 0.580
Ask Size: 10,000		 TOTALENERGIES SE EO... 58.00 - 12/20/2024 Call
 

Master data

WKN: UL162R
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: TOTALENERGIES SE EO 2,50
Type: Warrant
Option type: Call
Strike price: 58.00 -
Maturity: 12/20/2024
Issue date: 2/21/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.75
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.44
Implied volatility: 0.27
Historic volatility: 0.19
Parity: 0.44
Time value: 0.14
Break-even: 63.80
Moneyness: 1.08
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.75%
Delta: 0.77
Theta: -0.02
Omega: 8.23
Rho: 0.08
 

Quote data

Open: 0.560
High: 0.580
Low: 0.560
Previous Close: 0.590
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.68%
1 Month  
+27.27%
3 Months
  -22.22%
YTD
  -20.00%
1 Year
  -41.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.540
1M High / 1M Low: 0.620 0.300
6M High / 6M Low: 1.310 0.300
High (YTD): 4/26/2024 1.310
Low (YTD): 9/30/2024 0.300
52W High: 4/26/2024 1.310
52W Low: 9/30/2024 0.300
Avg. price 1W:   0.568
Avg. volume 1W:   0.000
Avg. price 1M:   0.483
Avg. volume 1M:   0.000
Avg. price 6M:   0.730
Avg. volume 6M:   0.000
Avg. price 1Y:   0.727
Avg. volume 1Y:   0.000
Volatility 1M:   202.71%
Volatility 6M:   153.28%
Volatility 1Y:   129.50%
Volatility 3Y:   -