UBS Call 100 MMM 20.12.2024
/ CH1258244156
UBS Call 100 MMM 20.12.2024/ CH1258244156 /
| 2024-09-20 8:41:53 AM |
Chg.+0.28 |
Bid10:00:19 PM |
Ask10:00:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.68EUR |
+6.36% |
-
Bid Size: - |
-
Ask Size: - |
3M CO. D... |
100.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL2P12 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
3M CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-03-22 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.15 |
| Intrinsic value: |
1.99 |
| Implied volatility: |
1.72 |
| Historic volatility: |
0.30 |
| Parity: |
1.99 |
| Time value: |
2.78 |
| Break-even: |
147.70 |
| Moneyness: |
1.20 |
| Premium: |
0.23 |
| Premium p.a.: |
1.31 |
| Spread abs.: |
0.06 |
| Spread %: |
1.27% |
| Delta: |
0.74 |
| Theta: |
-0.19 |
| Omega: |
1.87 |
| Rho: |
0.10 |
Quote data
| Open: |
4.68 |
| High: |
4.68 |
| Low: |
4.68 |
| Previous Close: |
4.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.23% |
| 1 Month |
|
|
+22.83% |
| 3 Months |
|
|
+205.88% |
| YTD |
|
|
+222.76% |
| 1 Year |
|
|
+296.61% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.69 |
4.40 |
| 1M High / 1M Low: |
4.69 |
3.81 |
| 6M High / 6M Low: |
4.69 |
0.84 |
| High (YTD): |
2024-09-17 |
4.69 |
| Low (YTD): |
2024-02-27 |
0.27 |
| 52W High: |
2024-09-17 |
4.69 |
| 52W Low: |
2024-02-27 |
0.27 |
| Avg. price 1W: |
|
4.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.21 |
| Avg. volume 6M: |
|
2.10 |
| Avg. price 1Y: |
|
1.51 |
| Avg. volume 1Y: |
|
1.02 |
| Volatility 1M: |
|
55.56% |
| Volatility 6M: |
|
221.45% |
| Volatility 1Y: |
|
244.70% |
| Volatility 3Y: |
|
- |
