UBS Call 115 BEI 20.12.2024
/ DE000UL706C0
UBS Call 115 BEI 20.12.2024/ DE000UL706C0 /
| 06/06/2024 11:32:01 |
Chg.+0.010 |
Bid11:32:01 |
Ask11:32:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+1.08% |
0.940
Bid Size: 10,000 |
0.950
Ask Size: 10,000 |
BEIERSDORF AG O.N. |
115.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UL706C |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
01/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
15.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.13 |
| Intrinsic value: |
2.90 |
| Implied volatility: |
- |
| Historic volatility: |
0.14 |
| Parity: |
2.90 |
| Time value: |
-1.94 |
| Break-even: |
124.60 |
| Moneyness: |
1.25 |
| Premium: |
-0.13 |
| Premium p.a.: |
-0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
3.23% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.930 |
| High: |
0.950 |
| Low: |
0.930 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.17% |
| 1 Month |
|
|
+2.17% |
| 3 Months |
|
|
+18.99% |
| YTD |
|
|
+16.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.920 |
| 1M High / 1M Low: |
0.940 |
0.920 |
| 6M High / 6M Low: |
0.940 |
0.740 |
| High (YTD): |
27/05/2024 |
0.940 |
| Low (YTD): |
09/04/2024 |
0.740 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.928 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.930 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.836 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
12.25% |
| Volatility 6M: |
|
29.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
