UBS Call 130 BEI 20.09.2024
/ CH1319901018
UBS Call 130 BEI 20.09.2024/ CH1319901018 /
11/06/2024 09:31:26 |
Chg.-0.010 |
Bid09:41:25 |
Ask09:41:25 |
Underlying |
Strike price |
Expiration date |
Option type |
1.660EUR |
-0.60% |
1.700 Bid Size: 25,000 |
1.710 Ask Size: 25,000 |
BEIERSDORF AG O.N. |
130.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
UM17LR |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BEIERSDORF AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
01/02/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.66 |
Intrinsic value: |
1.51 |
Implied volatility: |
0.22 |
Historic volatility: |
0.14 |
Parity: |
1.51 |
Time value: |
0.26 |
Break-even: |
147.60 |
Moneyness: |
1.12 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
1.15% |
Delta: |
0.86 |
Theta: |
-0.03 |
Omega: |
7.12 |
Rho: |
0.30 |
Quote data
Open: |
1.690 |
High: |
1.690 |
Low: |
1.660 |
Previous Close: |
1.670 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-0.60% |
1 Month |
|
|
-17.41% |
3 Months |
|
|
+45.61% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.760 |
1.560 |
1M High / 1M Low: |
1.990 |
1.560 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.668 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.768 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |