UBS Call 310 SRT3 20.09.2024
/ CH1326172280
UBS Call 310 SRT3 20.09.2024/ CH1326172280 /
| 2024-06-06 4:52:20 PM |
Chg.+0.019 |
Bid4:52:20 PM |
Ask4:52:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
+42.22% |
0.064
Bid Size: 500,000 |
0.074
Ask Size: 500,000 |
SARTORIUS AG VZO O.N... |
310.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UM2NVM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SARTORIUS AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
310.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
32.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.46 |
| Parity: |
-0.64 |
| Time value: |
0.08 |
| Break-even: |
317.50 |
| Moneyness: |
0.79 |
| Premium: |
0.29 |
| Premium p.a.: |
1.40 |
| Spread abs.: |
0.03 |
| Spread %: |
66.67% |
| Delta: |
0.23 |
| Theta: |
-0.10 |
| Omega: |
7.60 |
| Rho: |
0.14 |
Quote data
| Open: |
0.047 |
| High: |
0.071 |
| Low: |
0.045 |
| Previous Close: |
0.045 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+68.42% |
| 1 Month |
|
|
-66.32% |
| 3 Months |
|
|
-90.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.045 |
0.029 |
| 1M High / 1M Low: |
0.234 |
0.029 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.037 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.115 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
323.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
