UBS Call 175 BA 20.09.2024
/ DE000UM0ZS15
UBS Call 175 BA 20.09.2024/ DE000UM0ZS15 /
| 6/25/2024 2:16:52 PM |
Chg.+0.020 |
Bid3:46:38 PM |
Ask3:46:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+3.92% |
0.530
Bid Size: 50,000 |
0.540
Ask Size: 50,000 |
Boeing Co |
175.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
UM0ZS1 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/22/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
28.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.28 |
| Parity: |
0.38 |
| Time value: |
0.20 |
| Break-even: |
168.86 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
23.59 |
| Rho: |
0.31 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.36% |
| 1 Month |
|
|
+8.16% |
| 3 Months |
|
|
-24.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.510 |
| 1M High / 1M Low: |
0.710 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.526 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.581 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
