UBS Call 155 BEI 20.12.2024
/ CH1322934725
UBS Call 155 BEI 20.12.2024/ CH1322934725 /
| 6/3/2024 12:10:30 PM |
Chg.-0.040 |
Bid12:10:30 PM |
Ask12:10:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-8.51% |
0.430
Bid Size: 25,000 |
0.440
Ask Size: 25,000 |
BEIERSDORF AG O.N. |
155.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
UM2BE1 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/8/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
29.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.14 |
| Parity: |
-1.07 |
| Time value: |
0.49 |
| Break-even: |
159.90 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
4.26% |
| Delta: |
0.38 |
| Theta: |
-0.02 |
| Omega: |
11.26 |
| Rho: |
0.28 |
Quote data
| Open: |
0.490 |
| High: |
0.500 |
| Low: |
0.420 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.37% |
| 1 Month |
|
|
-12.24% |
| 3 Months |
|
|
+86.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.400 |
| 1M High / 1M Low: |
0.610 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.462 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.515 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
