UBS Call 140 BEI 20.09.2024
/ CH1319907338
UBS Call 140 BEI 20.09.2024/ CH1319907338 /
| 2024-05-17 8:40:31 AM |
Chg.-0.030 |
Bid5:36:11 PM |
Ask5:36:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
-3.16% |
0.990
Bid Size: 500 |
1.010
Ask Size: 500 |
BEIERSDORF AG O.N. |
140.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM2FS7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.15 |
| Parity: |
0.40 |
| Time value: |
0.55 |
| Break-even: |
149.50 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
2.15% |
| Delta: |
0.67 |
| Theta: |
-0.03 |
| Omega: |
10.12 |
| Rho: |
0.30 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.950 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.12% |
| 1 Month |
|
|
+119.05% |
| 3 Months |
|
|
+17.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.170 |
0.950 |
| 1M High / 1M Low: |
1.170 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.820 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
