UBS Call 130 BEI 20.09.2024
/ CH1319901018
UBS Call 130 BEI 20.09.2024/ CH1319901018 /
| 2024-05-17 8:40:24 AM |
Chg.-0.04 |
Bid3:37:53 PM |
Ask3:37:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.70EUR |
-2.30% |
1.76
Bid Size: 25,000 |
1.77
Ask Size: 25,000 |
BEIERSDORF AG O.N. |
130.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
1.40 |
| Time value: |
0.33 |
| Break-even: |
147.30 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.17% |
| Delta: |
0.84 |
| Theta: |
-0.03 |
| Omega: |
6.99 |
| Rho: |
0.36 |
Quote data
| Open: |
1.70 |
| High: |
1.70 |
| Low: |
1.70 |
| Previous Close: |
1.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.99% |
| 1 Month |
|
|
+82.80% |
| 3 Months |
|
|
+22.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.99 |
1.74 |
| 1M High / 1M Low: |
1.99 |
0.93 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
