UBS Call 12.5 F 20.12.2024
/ CH1326170573
UBS Call 12.5 F 20.12.2024/ CH1326170573 /
| 2024-09-25 7:25:29 PM |
Chg.-0.041 |
Bid7:36:29 PM |
Ask7:36:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.153EUR |
-21.13% |
0.146
Bid Size: 10,000 |
0.165
Ask Size: 10,000 |
Ford Motor Company |
12.50 USD |
2024-12-20 |
Call |
Master data
| WKN: |
UM15PW |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
44.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.33 |
| Parity: |
-1.46 |
| Time value: |
0.22 |
| Break-even: |
11.39 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
0.96 |
| Spread abs.: |
0.02 |
| Spread %: |
9.05% |
| Delta: |
0.24 |
| Theta: |
0.00 |
| Omega: |
10.87 |
| Rho: |
0.01 |
Quote data
| Open: |
0.163 |
| High: |
0.177 |
| Low: |
0.121 |
| Previous Close: |
0.194 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.80% |
| 1 Month |
|
|
-59.74% |
| 3 Months |
|
|
-80.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.194 |
| 1M High / 1M Low: |
0.370 |
0.170 |
| 6M High / 6M Low: |
2.470 |
0.012 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.224 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.261 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.905 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.22% |
| Volatility 6M: |
|
860.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
