UBS Call 37 NMM/ CH1297146974 /
2024-06-20 8:13:15 AM | Chg.- | Bid10:00:15 PM | Ask10:00:15 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.450EUR | - | - Bid Size: - |
- Ask Size: - |
NEWMONT CORP. DL... | 37.00 - | 2024-06-21 | Call |
Master data
WKN: | UL8AZL |
---|---|
Issuer: | UBS AG, LONDON BRANCH |
Currency: | EUR |
Underlying: | NEWMONT CORP. DL 1,60 |
Type: | Warrant |
Option type: | Call |
Strike price: | 37.00 - |
Maturity: | 2024-06-21 |
Issue date: | 2023-10-10 |
Last trading day: | 2024-06-20 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 9.26 |
Leverage: | Yes |
Calculated values
Fair value: | 0.19 |
---|---|
Intrinsic value: | 0.19 |
Implied volatility: | 4.00 |
Historic volatility: | 0.32 |
Parity: | 0.19 |
Time value: | 0.23 |
Break-even: | 41.20 |
Moneyness: | 1.05 |
Premium: | 0.06 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | 0.63 |
Theta: | -1.54 |
Omega: | 5.87 |
Rho: | 0.00 |
Quote data
Open: | 0.450 |
---|---|
High: | 0.450 |
Low: | 0.450 |
Previous Close: | 0.430 |
Turnover: | 0.000 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +122.77% | ||
---|---|---|---|
1 Month | -30.77% | ||
3 Months | +235.82% | ||
YTD | -25.00% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.450 | 0.202 |
---|---|---|
1M High / 1M Low: | 0.650 | 0.202 |
6M High / 6M Low: | 0.680 | 0.022 |
High (YTD): | 2024-05-20 | 0.680 |
Low (YTD): | 2024-02-28 | 0.022 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.348 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.408 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.295 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 330.30% | |
Volatility 6M: | 390.13% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |