UBS Call 105 MMM/ CH1272018859 /
| 2024-09-19 9:27:29 AM | Chg.- | Bid10:00:21 PM | Ask10:00:21 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.81EUR | - | - Bid Size: - |
- Ask Size: - |
3M CO. D... | 105.00 - | 2024-09-20 | Call |
Master data
| WKN: | UL6F3B |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | 3M CO. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 105.00 - |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-06-15 |
| Last trading day: | 2024-09-19 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.08 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.50 |
|---|---|
| Intrinsic value: | 1.50 |
| Implied volatility: | 13.41 |
| Historic volatility: | 0.30 |
| Parity: | 1.50 |
| Time value: | 2.39 |
| Break-even: | 143.90 |
| Moneyness: | 1.14 |
| Premium: | 0.20 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.71 |
| Theta: | -14.51 |
| Omega: | 2.18 |
| Rho: | 0.00 |
Quote data
| Open: | 3.81 |
|---|---|
| High: | 3.81 |
| Low: | 3.81 |
| Previous Close: | 4.09 |
| Turnover: | 0.00 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.06% | ||
|---|---|---|---|
| 1 Month | +17.59% | ||
| 3 Months | +305.32% | ||
| YTD | +246.36% | ||
| 1 Year | +364.63% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.17 | 3.81 |
|---|---|---|
| 1M High / 1M Low: | 4.17 | 3.24 |
| 6M High / 6M Low: | 4.17 | 0.49 |
| High (YTD): | 2024-09-17 | 4.17 |
| Low (YTD): | 2024-02-27 | 0.12 |
| 52W High: | 2024-09-17 | 4.17 |
| 52W Low: | 2024-02-27 | 0.12 |
| Avg. price 1W: | 3.99 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 3.73 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | 1.67 | |
| Avg. volume 6M: | 0.00 | |
| Avg. price 1Y: | 1.09 | |
| Avg. volume 1Y: | 0.00 | |
| Volatility 1M: | 64.75% | |
| Volatility 6M: | 326.80% | |
| Volatility 1Y: | 310.66% | |
| Volatility 3Y: | - |
