UBSW Unknown/ CH1251038738 /
9/10/2024 9:51:04 PM | Chg.-0.070 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.390EUR | -15.22% | - Bid Size: - |
- Ask Size: - |
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: | 12.97 |
Leverage: | Yes |
Calculated values
Fair value: | 0.45 |
---|---|
Intrinsic value: | 0.30 |
Implied volatility: | 0.21 |
Historic volatility: | 0.18 |
Parity: | 0.30 |
Time value: | 0.17 |
Break-even: | 62.70 |
Moneyness: | 1.05 |
Premium: | 0.03 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.01 |
Spread %: | 2.17% |
Delta: | 0.73 |
Theta: | -0.01 |
Omega: | 9.42 |
Rho: | 0.11 |
Quote data
Open: | 0.440 |
---|---|
High: | 0.470 |
Low: | 0.360 |
Previous Close: | 0.460 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -2.50% | ||
---|---|---|---|
1 Month | -29.09% | ||
3 Months | -49.35% | ||
YTD | -45.07% | ||
1 Year | -47.30% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.460 | 0.330 |
---|---|---|
1M High / 1M Low: | 0.610 | 0.330 |
6M High / 6M Low: | 1.310 | 0.330 |
High (YTD): | 4/26/2024 | 1.310 |
Low (YTD): | 9/6/2024 | 0.330 |
52W High: | 4/26/2024 | 1.310 |
52W Low: | 9/6/2024 | 0.330 |
Avg. price 1W: | 0.402 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.519 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.791 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 0.755 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 224.30% | |
Volatility 6M: | 145.47% | |
Volatility 1Y: | 126.41% | |
Volatility 3Y: | - |