UBS Call 30 AXA 20.12.2024
/ CH1319908096
UBS Call 30 AXA 20.12.2024/ CH1319908096 /
| 6/10/2024 10:14:28 AM |
Chg.-0.060 |
Bid11:51:06 AM |
Ask11:51:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-13.33% |
0.390
Bid Size: 75,000 |
0.400
Ask Size: 75,000 |
AXA S.A. INH. EO... |
30.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
UM2C1Z |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AXA S.A. INH. EO 2,29 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
0.32 |
| Time value: |
0.14 |
| Break-even: |
34.60 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
6.98% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
5.60 |
| Rho: |
0.11 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.22% |
| 1 Month |
|
|
-22.00% |
| 3 Months |
|
|
-2.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.420 |
| 1M High / 1M Low: |
0.520 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.440 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.473 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
