UBS Call 13.5 F 16.01.2026
/ CH1326143067
UBS Call 13.5 F 16.01.2026/ CH1326143067 /
2024-09-20 9:49:22 PM |
Chg.-0.050 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.720EUR |
-6.49% |
- Bid Size: - |
- Ask Size: - |
Ford Motor Company |
13.50 USD |
2026-01-16 |
Call |
Master data
WKN: |
UM10ZC |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Ford Motor Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
13.50 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-02-19 |
Last trading day: |
2026-01-15 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.86 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.33 |
Parity: |
-2.35 |
Time value: |
0.73 |
Break-even: |
12.82 |
Moneyness: |
0.81 |
Premium: |
0.32 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.01 |
Spread %: |
1.39% |
Delta: |
0.37 |
Theta: |
0.00 |
Omega: |
5.00 |
Rho: |
0.04 |
Quote data
Open: |
0.740 |
High: |
0.750 |
Low: |
0.660 |
Previous Close: |
0.770 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.70% |
1 Month |
|
|
-11.11% |
3 Months |
|
|
-37.93% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.820 |
0.720 |
1M High / 1M Low: |
0.960 |
0.640 |
6M High / 6M Low: |
2.730 |
0.540 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.766 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.794 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.383 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.66% |
Volatility 6M: |
|
139.33% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |