UBS Call 140 BEI 20.12.2024
/ CH1319907387
UBS Call 140 BEI 20.12.2024/ CH1319907387 /
| 6/7/2024 9:05:25 PM |
Chg.+0.140 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
+12.96% |
-
Bid Size: - |
-
Ask Size: - |
BEIERSDORF AG O.N. |
140.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
UM2G3W |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.14 |
| Parity: |
0.51 |
| Time value: |
0.74 |
| Break-even: |
152.40 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.64% |
| Delta: |
0.68 |
| Theta: |
-0.03 |
| Omega: |
7.93 |
| Rho: |
0.46 |
Quote data
| Open: |
1.070 |
| High: |
1.240 |
| Low: |
1.070 |
| Previous Close: |
1.080 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.61% |
| 1 Month |
|
|
-3.17% |
| 3 Months |
|
|
+67.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
1.080 |
| 1M High / 1M Low: |
1.440 |
1.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.176 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.267 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
