UBSW Unknown/ CH1251038779 /
11/09/2024 10:14:20 | Chg.+0.012 | Bid10:14:20 | Ask10:14:20 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.197EUR | +6.49% | 0.197 Bid Size: 50,000 |
0.202 Ask Size: 50,000 |
TOTALENERGIES SE EO... | 62.00 - | 20/12/2024 | Call |
Master data
WKN: | UL1W2Z |
---|---|
Issuer: | UBS AG, LONDON BRANCH |
Currency: | EUR |
Underlying: | TOTALENERGIES SE EO 2,50 |
Type: | Warrant |
Option type: | Call |
Strike price: | 62.00 - |
Maturity: | 20/12/2024 |
Issue date: | 21/02/2023 |
Last trading day: | 19/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 24.44 |
Leverage: | Yes |
Calculated values
Fair value: | 0.16 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.25 |
Historic volatility: | 0.18 |
Parity: | -0.21 |
Time value: | 0.25 |
Break-even: | 64.45 |
Moneyness: | 0.97 |
Premium: | 0.08 |
Premium p.a.: | 0.31 |
Spread abs.: | 0.02 |
Spread %: | 6.52% |
Delta: | 0.45 |
Theta: | -0.02 |
Omega: | 10.97 |
Rho: | 0.07 |
Quote data
Open: | 0.172 |
---|---|
High: | 0.208 |
Low: | 0.172 |
Previous Close: | 0.185 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +2.60% | ||
---|---|---|---|
1 Month | -38.44% | ||
3 Months | -60.60% | ||
YTD | -59.80% | ||
1 Year | -63.52% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.230 | 0.132 |
---|---|---|
1M High / 1M Low: | 0.350 | 0.132 |
6M High / 6M Low: | 0.990 | 0.132 |
High (YTD): | 26/04/2024 | 0.990 |
Low (YTD): | 06/09/2024 | 0.132 |
52W High: | 26/04/2024 | 0.990 |
52W Low: | 06/09/2024 | 0.132 |
Avg. price 1W: | 0.191 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.281 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.526 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 0.518 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 364.62% | |
Volatility 6M: | 205.67% | |
Volatility 1Y: | 170.05% | |
Volatility 3Y: | - |