UBS Call 29.5 NMM 16.01.2026
/ CH1327411182
UBS Call 29.5 NMM 16.01.2026/ CH1327411182 /
| 6/18/2024 7:20:25 PM |
Chg.+0.060 |
Bid7:23:29 PM |
Ask7:23:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.370EUR |
+4.58% |
1.380
Bid Size: 20,000 |
1.400
Ask Size: 20,000 |
NEWMONT CORP. DL... |
29.50 - |
1/16/2026 |
Call |
Master data
| WKN: |
UM2VVZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NEWMONT CORP. DL 1,60 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
29.50 - |
| Maturity: |
1/16/2026 |
| Issue date: |
3/1/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.32 |
| Parity: |
0.86 |
| Time value: |
0.52 |
| Break-even: |
43.30 |
| Moneyness: |
1.29 |
| Premium: |
0.14 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.07 |
| Spread %: |
5.34% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
2.19 |
| Rho: |
0.26 |
Quote data
| Open: |
1.320 |
| High: |
1.370 |
| Low: |
1.310 |
| Previous Close: |
1.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.73% |
| 1 Month |
|
|
-9.27% |
| 3 Months |
|
|
+52.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.320 |
1.260 |
| 1M High / 1M Low: |
1.590 |
1.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.298 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.365 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
