UBS Call 155 BEI 20.09.2024
/ CH1322934717
UBS Call 155 BEI 20.09.2024/ CH1322934717 /
| 2024-06-06 3:23:22 PM |
Chg.-0.048 |
Bid3:23:22 PM |
Ask3:23:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.153EUR |
-23.88% |
0.153
Bid Size: 25,000 |
0.163
Ask Size: 25,000 |
BEIERSDORF AG O.N. |
155.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM2SWC |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
65.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.14 |
| Parity: |
-1.10 |
| Time value: |
0.22 |
| Break-even: |
157.21 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.02 |
| Spread %: |
9.95% |
| Delta: |
0.27 |
| Theta: |
-0.03 |
| Omega: |
17.76 |
| Rho: |
0.11 |
Quote data
| Open: |
0.191 |
| High: |
0.224 |
| Low: |
0.153 |
| Previous Close: |
0.201 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.00% |
| 1 Month |
|
|
-45.36% |
| 3 Months |
|
|
+51.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.228 |
0.180 |
| 1M High / 1M Low: |
0.360 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.204 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.262 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
