UBS Call 11 FTE 20.09.2024
/ CH1319913757
UBS Call 11 FTE 20.09.2024/ CH1319913757 /
| 6/3/2024 11:58:56 AM |
Chg.+0.006 |
Bid6/3/2024 |
Ask6/3/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.171EUR |
+3.64% |
0.171
Bid Size: 7,500 |
0.181
Ask Size: 7,500 |
ORANGE INH. ... |
11.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
UM2DWH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
56.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.13 |
| Parity: |
-0.28 |
| Time value: |
0.19 |
| Break-even: |
11.19 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
18.75% |
| Delta: |
0.42 |
| Theta: |
0.00 |
| Omega: |
23.65 |
| Rho: |
0.01 |
Quote data
| Open: |
0.168 |
| High: |
0.171 |
| Low: |
0.162 |
| Previous Close: |
0.165 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.77% |
| 1 Month |
|
|
+248.98% |
| 3 Months |
|
|
-27.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.165 |
0.109 |
| 1M High / 1M Low: |
0.207 |
0.049 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.133 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.142 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
494.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
