UBS Call 16 CAR 20.09.2024
/ CH1319930397
UBS Call 16 CAR 20.09.2024/ CH1319930397 /
| 2024-05-24 7:37:55 PM |
Chg.-0.001 |
Bid7:59:48 PM |
Ask7:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.063EUR |
-1.56% |
0.062
Bid Size: 25,000 |
0.068
Ask Size: 25,000 |
CARREFOUR S.A. INH.E... |
16.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM2MGJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
23.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.20 |
| Parity: |
0.03 |
| Time value: |
0.04 |
| Break-even: |
16.68 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
9.68% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
16.97 |
| Rho: |
0.04 |
Quote data
| Open: |
0.060 |
| High: |
0.067 |
| Low: |
0.060 |
| Previous Close: |
0.064 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.22% |
| 1 Month |
|
|
+6.78% |
| 3 Months |
|
|
-20.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.069 |
0.063 |
| 1M High / 1M Low: |
0.107 |
0.041 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.066 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.067 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
