UBS Call 130 BEI 20.12.2024
/ CH1319907361
UBS Call 130 BEI 20.12.2024/ CH1319907361 /
| 06/06/2024 11:46:59 |
Chg.+0.040 |
Bid11:46:59 |
Ask11:46:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.970EUR |
+2.07% |
1.970
Bid Size: 25,000 |
1.980
Ask Size: 25,000 |
BEIERSDORF AG O.N. |
130.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UM19RY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.74 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.14 |
| Parity: |
1.40 |
| Time value: |
0.55 |
| Break-even: |
149.50 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.04% |
| Delta: |
0.80 |
| Theta: |
-0.03 |
| Omega: |
5.87 |
| Rho: |
0.51 |
Quote data
| Open: |
1.910 |
| High: |
2.000 |
| Low: |
1.910 |
| Previous Close: |
1.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.79% |
| 1 Month |
|
|
-1.01% |
| 3 Months |
|
|
+82.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.000 |
1.880 |
| 1M High / 1M Low: |
2.210 |
1.880 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.936 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.028 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
