UBS Call 140 BEI 20.09.2024
/ CH1319907338
UBS Call 140 BEI 20.09.2024/ CH1319907338 /
| 14/06/2024 08:36:53 |
Chg.-0.08 |
Bid16:03:22 |
Ask16:03:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.96EUR |
-7.69% |
1.06
Bid Size: 25,000 |
1.07
Ask Size: 25,000 |
BEIERSDORF AG O.N. |
140.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.14 |
| Parity: |
0.53 |
| Time value: |
0.45 |
| Break-even: |
149.80 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
2.08% |
| Delta: |
0.69 |
| Theta: |
-0.04 |
| Omega: |
10.27 |
| Rho: |
0.24 |
Quote data
| Open: |
0.96 |
| High: |
0.96 |
| Low: |
0.96 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.52% |
| 1 Month |
|
|
-17.95% |
| 3 Months |
|
|
+71.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.04 |
0.79 |
| 1M High / 1M Low: |
1.17 |
0.79 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
