UBS Call 10.5 FTE 20.12.2024
/ CH1319913781
UBS Call 10.5 FTE 20.12.2024/ CH1319913781 /
| 2024-06-21 10:05:26 AM |
Chg.+0.028 |
Bid6:18:10 PM |
Ask6:18:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.175EUR |
+19.05% |
0.171
Bid Size: 5,000 |
0.191
Ask Size: 5,000 |
ORANGE INH. ... |
10.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM2C2B |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
49.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.14 |
| Parity: |
-0.97 |
| Time value: |
0.19 |
| Break-even: |
10.69 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.03 |
| Spread %: |
18.63% |
| Delta: |
0.28 |
| Theta: |
0.00 |
| Omega: |
13.97 |
| Rho: |
0.01 |
Quote data
| Open: |
0.175 |
| High: |
0.175 |
| Low: |
0.175 |
| Previous Close: |
0.147 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.04% |
| 1 Month |
|
|
-69.83% |
| 3 Months |
|
|
-70.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.149 |
0.108 |
| 1M High / 1M Low: |
0.670 |
0.108 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.136 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.381 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
