UBS Call 63 TOTB 20.12.2024
/ CH1251038787
UBS Call 63 TOTB 20.12.2024/ CH1251038787 /
9/10/2024 7:37:36 PM |
Chg.-0.052 |
Bid7:59:39 PM |
Ask7:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.141EUR |
-26.94% |
- Bid Size: - |
- Ask Size: - |
TOTALENERGIES SE EO... |
63.00 - |
12/20/2024 |
Call |
Master data
WKN: |
UL1REN |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
TOTALENERGIES SE EO 2,50 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
63.00 - |
Maturity: |
12/20/2024 |
Issue date: |
2/21/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
30.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.18 |
Parity: |
-0.20 |
Time value: |
0.20 |
Break-even: |
65.03 |
Moneyness: |
0.97 |
Premium: |
0.07 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.02 |
Spread %: |
7.98% |
Delta: |
0.44 |
Theta: |
-0.02 |
Omega: |
13.13 |
Rho: |
0.07 |
Quote data
Open: |
0.189 |
High: |
0.189 |
Low: |
0.140 |
Previous Close: |
0.193 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-13.50% |
1 Month |
|
|
-49.64% |
3 Months |
|
|
-67.95% |
YTD |
|
|
-68.67% |
1 Year |
|
|
-71.80% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.193 |
0.104 |
1M High / 1M Low: |
0.290 |
0.104 |
6M High / 6M Low: |
0.920 |
0.104 |
High (YTD): |
4/26/2024 |
0.920 |
Low (YTD): |
9/6/2024 |
0.104 |
52W High: |
4/26/2024 |
0.920 |
52W Low: |
9/6/2024 |
0.104 |
Avg. price 1W: |
|
0.156 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.227 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.481 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.474 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
405.52% |
Volatility 6M: |
|
214.79% |
Volatility 1Y: |
|
174.48% |
Volatility 3Y: |
|
- |