UBS Call 38 NMM 21.06.2024
/ CH1275776867
UBS Call 38 NMM 21.06.2024/ CH1275776867 /
| 6/14/2024 9:52:42 PM |
Chg.-0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-10.34% |
-
Bid Size: - |
-
Ask Size: - |
NEWMONT CORP. DL... |
38.00 - |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
9/6/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
1.30 |
| Historic volatility: |
0.32 |
| Parity: |
0.01 |
| Time value: |
0.25 |
| Break-even: |
40.60 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
44.35 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.54 |
| Theta: |
-0.21 |
| Omega: |
7.96 |
| Rho: |
0.00 |
Quote data
| Open: |
0.112 |
| High: |
0.280 |
| Low: |
0.083 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.00% |
| 1 Month |
|
|
-44.68% |
| 3 Months |
|
|
+152.43% |
| YTD |
|
|
-50.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.260 |
| 1M High / 1M Low: |
0.600 |
0.243 |
| 6M High / 6M Low: |
0.600 |
0.035 |
| High (YTD): |
5/20/2024 |
0.600 |
| Low (YTD): |
2/28/2024 |
0.035 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.282 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.368 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.261 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
318.42% |
| Volatility 6M: |
|
367.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
