UBS/CALL/SWISS RE/75.001/0.1/27.12.24 | Market Closed - Swiss Exchange 11:20:00 2024-07-16 EDT | ||
| 3.54 CHF | -4.07% |
|
| Current month | -5.35% | ||
| 1 month | -0.28% |
Quotes 5-day view
Delayed Quote Swiss Exchange| 2024-07-05 | 2024-07-08 | 2024-07-09 | 2024-07-15 | 2024-07-16 | |
|---|---|---|---|---|---|
| Last | 3.37 CHF | 3.62 CHF | 3.66 CHF | 3.69 CHF | 3.54 CHF |
| Change | +∞% | +7.42% | +1.10% | +0.82% | -4.07% |
Performance
| 1 week | -3.28% | ||
| Current month | -5.35% | ||
| 1 month | -0.28% | ||
| 3 months | +37.74% | ||
| 6 months | +47.50% | ||
| Current year | +71.01% | ||
| 1 year | +91.35% |
Highs and lows
1 month
3.32
3.90
Historical data
| Date | Opening | High | Low | End-of-day | Volume |
|---|
Static data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | SWISS RE LTD |
| Issuer | UBS |
| ESREVU | |
| ISIN | CH1172168168 |
| Date issued | 2022-03-06 |
| Strike | 75 CHF |
| Maturity | 2024-12-27 (164 Days) |
| Parity | 10 : 1 |
| Emission price | 0.71 CHF |
| Emission volume | N/A |
| Settlement | physique |
| Currency | CHF |
Technical Indicators
| Highest since issue | 4.15 CHF |
|---|---|
| Lowest since issue | 0.57 CHF |
| Delta | 0.96x |
| Omega | 2.989 |
| Premium | 0.78x |
| Gearing | 3.1x |
| Moneyness | 1.459 |
| Difference Strike | -34.4 CHF |
| Difference Strike % | -45.86% |
| Spread | 0.02 CHF |
| Spread % | 0.56% |
| Theoretical value | 3.530 |
| Implied Volatility | 33.99 % |
| Total Loss Probability | 5.798 % |
| Intrinsic value | 3.445 |
| Present value | 0.0851 |
| Break even | 110.30 CHF |
| Theta | -0.01x |
| Vega | 0.01x |
| Rho | 0.03x |
- Stock Market
- Warrants
- ESREVU Warrant
- Quotes UBS/CALL/SWISS RE/75.001/0.1/27.12.24
