UBS Call 38 NMM/ CH1275776867 /
2024-06-20 7:27:46 PM | Chg.+0.120 | Bid9:55:53 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.450EUR | +36.36% | - Bid Size: - |
- Ask Size: - |
NEWMONT CORP. DL... | 38.00 - | 2024-06-21 | Call |
Master data
WKN: | UL8J1F |
---|---|
Issuer: | UBS AG, LONDON BRANCH |
Currency: | EUR |
Underlying: | NEWMONT CORP. DL 1,60 |
Type: | Warrant |
Option type: | Call |
Strike price: | 38.00 - |
Maturity: | 2024-06-21 |
Issue date: | 2023-09-06 |
Last trading day: | 2024-06-20 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 11.78 |
Leverage: | Yes |
Calculated values
Fair value: | 0.09 |
---|---|
Intrinsic value: | 0.09 |
Implied volatility: | 3.54 |
Historic volatility: | 0.32 |
Parity: | 0.09 |
Time value: | 0.24 |
Break-even: | 41.30 |
Moneyness: | 1.02 |
Premium: | 0.06 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | 0.59 |
Theta: | -1.40 |
Omega: | 6.91 |
Rho: | 0.00 |
Quote data
Open: | 0.360 |
---|---|
High: | 0.460 |
Low: | 0.350 |
Previous Close: | 0.330 |
Turnover: | 0.000 |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +73.08% | ||
---|---|---|---|
1 Month | -15.09% | ||
3 Months | +287.93% | ||
YTD | -15.09% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.450 | 0.260 |
---|---|---|
1M High / 1M Low: | 0.530 | 0.187 |
6M High / 6M Low: | 0.610 | 0.033 |
High (YTD): | 2024-05-20 | 0.600 |
Low (YTD): | 2024-02-27 | 0.033 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.328 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.336 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.260 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 372.63% | |
Volatility 6M: | 379.88% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |