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UBS Call 61 TOTB 20.12.2024/  CH1251038761  /

EUWAX
01/08/2024  10:05:50 Chg.- Bid22:00:16 Ask22:00:16 Underlying Strike price Expiration date Option type
0.410EUR - -
Bid Size: -		 -
Ask Size: -		 TOTALENERGIES SE EO... 61.00 - 20/12/2024 Call
 

Master data

WKN: UL1TL5
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: TOTALENERGIES SE EO 2,50
Type: Warrant
Option type: Call
Strike price: 61.00 -
Maturity: 20/12/2024
Issue date: 21/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.09
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.01
Implied volatility: 0.22
Historic volatility: 0.18
Parity: 0.01
Time value: 0.37
Break-even: 64.80
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.57
Theta: -0.02
Omega: 9.22
Rho: 0.12
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.13%
1 Month
  -39.71%
3 Months
  -50.60%
YTD
  -22.64%
1 Year  
+24.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.390
1M High / 1M Low: 0.680 0.370
6M High / 6M Low: 1.060 0.320
High (YTD): 30/04/2024 1.060
Low (YTD): 08/02/2024 0.320
52W High: 30/04/2024 1.060
52W Low: 08/02/2024 0.320
Avg. price 1W:   0.400
Avg. volume 1W:   0.000
Avg. price 1M:   0.464
Avg. volume 1M:   0.000
Avg. price 6M:   0.606
Avg. volume 6M:   0.000
Avg. price 1Y:   0.589
Avg. volume 1Y:   0.000
Volatility 1M:   152.53%
Volatility 6M:   145.38%
Volatility 1Y:   128.86%
Volatility 3Y:   -