UBS Call 36 NMM 21.06.2024
/ CH1302941104
UBS Call 36 NMM 21.06.2024/ CH1302941104 /
| 2024-05-17 9:37:59 AM |
Chg.-0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-1.56% |
-
Bid Size: - |
-
Ask Size: - |
NEWMONT CORP. DL... |
36.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL9PKN |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NEWMONT CORP. DL 1,60 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
2.73 |
| Historic volatility: |
0.32 |
| Parity: |
0.21 |
| Time value: |
0.42 |
| Break-even: |
42.30 |
| Moneyness: |
1.06 |
| Premium: |
0.11 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.63 |
| Theta: |
-0.42 |
| Omega: |
3.83 |
| Rho: |
0.00 |
Quote data
| Open: |
0.630 |
| High: |
0.640 |
| Low: |
0.630 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.56% |
| 3 Months |
|
|
+306.45% |
| YTD |
|
|
-4.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.640 |
0.630 |
| 6M High / 6M Low: |
0.730 |
0.056 |
| High (YTD): |
2024-04-25 |
0.730 |
| Low (YTD): |
2024-02-28 |
0.056 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.635 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.335 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
308.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
