UBS Call 120 BEI 20.09.2024
/ DE000UL8ENZ5
UBS Call 120 BEI 20.09.2024/ DE000UL8ENZ5 /
| 2024-06-06 2:07:09 PM |
Chg.+0.020 |
Bid2:07:09 PM |
Ask2:07:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+4.08% |
0.510
Bid Size: 10,000 |
0.520
Ask Size: 10,000 |
BEIERSDORF AG O.N. |
120.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UL8ENZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
27.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.53 |
| Intrinsic value: |
2.40 |
| Implied volatility: |
- |
| Historic volatility: |
0.14 |
| Parity: |
2.40 |
| Time value: |
-1.88 |
| Break-even: |
125.20 |
| Moneyness: |
1.20 |
| Premium: |
-0.13 |
| Premium p.a.: |
-0.38 |
| Spread abs.: |
0.03 |
| Spread %: |
6.12% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.490 |
| High: |
0.510 |
| Low: |
0.490 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.08% |
| 1 Month |
|
|
+4.08% |
| 3 Months |
|
|
+24.39% |
| YTD |
|
|
+18.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.490 |
| 1M High / 1M Low: |
0.500 |
0.490 |
| 6M High / 6M Low: |
0.500 |
0.380 |
| High (YTD): |
2024-05-31 |
0.500 |
| Low (YTD): |
2024-04-10 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.493 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.436 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
19.72% |
| Volatility 6M: |
|
40.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
