UBS Call 10.5 FTE 20.09.2024
/ CH1319913740
UBS Call 10.5 FTE 20.09.2024/ CH1319913740 /
| 2024-06-21 10:05:26 AM |
Chg.+0.018 |
Bid6:03:16 PM |
Ask6:03:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.079EUR |
+29.51% |
0.084
Bid Size: 5,000 |
0.104
Ask Size: 5,000 |
ORANGE INH. ... |
10.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM2KJY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
98.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.14 |
| Parity: |
-0.97 |
| Time value: |
0.10 |
| Break-even: |
10.60 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.03 |
| Spread %: |
44.78% |
| Delta: |
0.20 |
| Theta: |
0.00 |
| Omega: |
19.29 |
| Rho: |
0.00 |
Quote data
| Open: |
0.079 |
| High: |
0.079 |
| Low: |
0.079 |
| Previous Close: |
0.061 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+216.00% |
| 1 Month |
|
|
-82.83% |
| 3 Months |
|
|
-83.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.071 |
0.025 |
| 1M High / 1M Low: |
0.520 |
0.025 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.260 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
664.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
