UBS Call 33.5 NMM 16.01.2026
/ CH1319921669
UBS Call 33.5 NMM 16.01.2026/ CH1319921669 /
2024-06-07 9:56:50 PM |
Chg.-0.150 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.030EUR |
-12.71% |
- Bid Size: - |
- Ask Size: - |
NEWMONT CORP. DL... |
33.50 - |
2026-01-16 |
Call |
Master data
WKN: |
UM18TK |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
NEWMONT CORP. DL 1,60 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
33.50 - |
Maturity: |
2026-01-16 |
Issue date: |
2024-02-02 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.89 |
Intrinsic value: |
0.39 |
Implied volatility: |
0.45 |
Historic volatility: |
0.32 |
Parity: |
0.39 |
Time value: |
0.71 |
Break-even: |
44.50 |
Moneyness: |
1.12 |
Premium: |
0.19 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.07 |
Spread %: |
6.80% |
Delta: |
0.72 |
Theta: |
-0.01 |
Omega: |
2.44 |
Rho: |
0.26 |
Quote data
Open: |
1.190 |
High: |
1.200 |
Low: |
1.010 |
Previous Close: |
1.180 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.85% |
1 Month |
|
|
-8.04% |
3 Months |
|
|
+51.47% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.180 |
1.030 |
1M High / 1M Low: |
1.330 |
1.030 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.094 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.165 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
95.37% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |