UBS Call 12 F 20.09.2024/ CH1326170524 /
5/24/2024 7:33:27 PM | Chg.-0.040 | Bid9:55:30 PM | Ask9:55:30 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.800EUR | -4.76% | - Bid Size: - |
- Ask Size: - |
Ford Motor Company | 12.00 USD | 9/20/2024 | Call |
Master data
WKN: | UM13K2 |
---|---|
Issuer: | UBS AG, LONDON BRANCH |
Currency: | EUR |
Underlying: | Ford Motor Company |
Type: | Warrant |
Option type: | Call |
Strike price: | 12.00 USD |
Maturity: | 9/20/2024 |
Issue date: | 2/19/2024 |
Last trading day: | 9/19/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 12.05 |
Leverage: | Yes |
Calculated values
Fair value: | 0.91 |
---|---|
Intrinsic value: | 0.15 |
Implied volatility: | 0.31 |
Historic volatility: | 0.30 |
Parity: | 0.15 |
Time value: | 0.78 |
Break-even: | 11.99 |
Moneyness: | 1.01 |
Premium: | 0.07 |
Premium p.a.: | 0.23 |
Spread abs.: | 0.10 |
Spread %: | 12.05% |
Delta: | 0.59 |
Theta: | 0.00 |
Omega: | 7.14 |
Rho: | 0.02 |
Quote data
Open: | 0.750 |
---|---|
High: | 0.830 |
Low: | 0.740 |
Previous Close: | 0.840 |
Turnover: | 0.000 |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -18.37% | ||
---|---|---|---|
1 Month | -43.26% | ||
3 Months | -26.61% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.870 | 0.780 |
---|---|---|
1M High / 1M Low: | 1.410 | 0.780 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.820 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.986 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 158.88% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |