UBS Call 11.5 FTE 20.09.2024
/ CH1319913765
UBS Call 11.5 FTE 20.09.2024/ CH1319913765 /
| 2024-06-06 7:37:14 PM |
Chg.-0.016 |
Bid7:56:34 PM |
Ask7:56:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.077EUR |
-17.20% |
0.072
Bid Size: 2,500 |
0.102
Ask Size: 2,500 |
ORANGE INH. ... |
11.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM2E8H |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
89.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.13 |
| Parity: |
-0.95 |
| Time value: |
0.12 |
| Break-even: |
11.62 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.03 |
| Spread %: |
34.09% |
| Delta: |
0.22 |
| Theta: |
0.00 |
| Omega: |
19.69 |
| Rho: |
0.01 |
Quote data
| Open: |
0.086 |
| High: |
0.090 |
| Low: |
0.070 |
| Previous Close: |
0.093 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+92.50% |
| 1 Month |
|
|
+7600.00% |
| 3 Months |
|
|
+14.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.093 |
0.040 |
| 1M High / 1M Low: |
0.093 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.058 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
14,818.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
