UBS Call 248 BCO 20.12.2024
/ CH1227461154
UBS Call 248 BCO 20.12.2024/ CH1227461154 /
2024-05-31 7:51:56 PM |
Chg.+0.022 |
Bid7:51:56 PM |
Ask7:51:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
+22.45% |
0.120 Bid Size: 50,000 |
0.300 Ask Size: 50,000 |
BOEING CO. ... |
248.00 - |
2024-12-20 |
Call |
Master data
WKN: |
UL15R8 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BOEING CO. DL 5 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
248.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-02-21 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
56.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.28 |
Parity: |
-8.85 |
Time value: |
0.28 |
Break-even: |
250.80 |
Moneyness: |
0.64 |
Premium: |
0.57 |
Premium p.a.: |
1.26 |
Spread abs.: |
0.18 |
Spread %: |
185.71% |
Delta: |
0.13 |
Theta: |
-0.03 |
Omega: |
7.15 |
Rho: |
0.10 |
Quote data
Open: |
0.112 |
High: |
0.195 |
Low: |
0.094 |
Previous Close: |
0.098 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-44.44% |
1 Month |
|
|
+29.03% |
3 Months |
|
|
-88.35% |
YTD |
|
|
-96.99% |
1 Year |
|
|
-94.92% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.216 |
0.095 |
1M High / 1M Low: |
0.370 |
0.093 |
6M High / 6M Low: |
4.390 |
0.093 |
High (YTD): |
2024-01-02 |
3.510 |
Low (YTD): |
2024-04-30 |
0.093 |
52W High: |
2023-12-19 |
4.390 |
52W Low: |
2024-04-30 |
0.093 |
Avg. price 1W: |
|
0.141 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.232 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.275 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.703 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
638.63% |
Volatility 6M: |
|
306.62% |
Volatility 1Y: |
|
234.06% |
Volatility 3Y: |
|
- |