UBS Call 150 BEI 20.12.2024
/ CH1319907403
UBS Call 150 BEI 20.12.2024/ CH1319907403 /
| 07/06/2024 11:15:41 |
Chg.+0.060 |
Bid11:15:41 |
Ask11:15:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+10.71% |
0.620
Bid Size: 25,000 |
0.630
Ask Size: 25,000 |
BEIERSDORF AG O.N. |
150.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UM2DM2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.14 |
| Parity: |
-0.71 |
| Time value: |
0.58 |
| Break-even: |
155.80 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
3.57% |
| Delta: |
0.44 |
| Theta: |
-0.02 |
| Omega: |
10.88 |
| Rho: |
0.31 |
Quote data
| Open: |
0.550 |
| High: |
0.630 |
| Low: |
0.550 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.46% |
| 1 Month |
|
|
-13.89% |
| 3 Months |
|
|
+82.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.560 |
| 1M High / 1M Low: |
0.840 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.705 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
