UBSW Unknown/ CH1251038753 /
9/10/2024 9:20:48 PM | Chg.-0.060 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.270EUR | -18.18% | - Bid Size: - |
- Ask Size: - |
TOTALENERGIES SE EO... | 60.00 - | 12/20/2024 | Call |
Master data
WKN: | UL1VQZ |
---|---|
Issuer: | UBS AG, LONDON BRANCH |
Currency: | EUR |
Underlying: | TOTALENERGIES SE EO 2,50 |
Type: | Warrant |
Option type: | Call |
Strike price: | 60.00 - |
Maturity: | 12/20/2024 |
Issue date: | 2/21/2023 |
Last trading day: | 12/19/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 17.42 |
Leverage: | Yes |
Calculated values
Fair value: | 0.32 |
---|---|
Intrinsic value: | 0.10 |
Implied volatility: | 0.21 |
Historic volatility: | 0.18 |
Parity: | 0.10 |
Time value: | 0.25 |
Break-even: | 63.50 |
Moneyness: | 1.02 |
Premium: | 0.04 |
Premium p.a.: | 0.16 |
Spread abs.: | 0.02 |
Spread %: | 6.06% |
Delta: | 0.61 |
Theta: | -0.02 |
Omega: | 10.67 |
Rho: | 0.09 |
Quote data
Open: | 0.320 |
---|---|
High: | 0.340 |
Low: | 0.250 |
Previous Close: | 0.330 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -3.57% | ||
---|---|---|---|
1 Month | -37.21% | ||
3 Months | -57.14% | ||
YTD | -54.24% | ||
1 Year | -57.14% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.330 | 0.219 |
---|---|---|
1M High / 1M Low: | 0.470 | 0.219 |
6M High / 6M Low: | 1.140 | 0.219 |
High (YTD): | 4/26/2024 | 1.140 |
Low (YTD): | 9/6/2024 | 0.219 |
52W High: | 4/26/2024 | 1.140 |
52W Low: | 9/6/2024 | 0.219 |
Avg. price 1W: | 0.285 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.390 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.653 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 0.631 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 277.52% | |
Volatility 6M: | 170.16% | |
Volatility 1Y: | 144.55% | |
Volatility 3Y: | - |