UBS Call 29 NMM 16.01.2026
/ CH1327411174
UBS Call 29 NMM 16.01.2026/ CH1327411174 /
2024-09-19 7:28:22 PM |
Chg.+0.020 |
Bid9:54:16 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.280EUR |
+0.88% |
- Bid Size: - |
- Ask Size: - |
NEWMONT CORP. DL... |
29.00 - |
2026-01-16 |
Call |
Master data
WKN: |
UM2U25 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
NEWMONT CORP. DL 1,60 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
29.00 - |
Maturity: |
2026-01-16 |
Issue date: |
2024-03-01 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.04 |
Intrinsic value: |
1.87 |
Implied volatility: |
0.57 |
Historic volatility: |
0.31 |
Parity: |
1.87 |
Time value: |
0.40 |
Break-even: |
51.70 |
Moneyness: |
1.65 |
Premium: |
0.08 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.88 |
Theta: |
-0.01 |
Omega: |
1.84 |
Rho: |
0.25 |
Quote data
Open: |
2.320 |
High: |
2.400 |
Low: |
2.240 |
Previous Close: |
2.260 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-0.44% |
1 Month |
|
|
+7.55% |
3 Months |
|
|
+61.70% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.350 |
2.250 |
1M High / 1M Low: |
2.350 |
2.050 |
6M High / 6M Low: |
2.350 |
0.850 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.286 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.194 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.603 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
58.22% |
Volatility 6M: |
|
83.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |