UBS Call 60 BSN 20.09.2024
/ CH1319908146
UBS Call 60 BSN 20.09.2024/ CH1319908146 /
| 2024-05-31 10:15:24 AM |
Chg.+0.034 |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.226EUR |
+17.71% |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
60.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM2KK5 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.13 |
| Parity: |
-0.09 |
| Time value: |
0.24 |
| Break-even: |
62.39 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
14.35% |
| Delta: |
0.51 |
| Theta: |
-0.01 |
| Omega: |
12.57 |
| Rho: |
0.08 |
Quote data
| Open: |
0.226 |
| High: |
0.226 |
| Low: |
0.226 |
| Previous Close: |
0.192 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.88% |
| 1 Month |
|
|
+43.04% |
| 3 Months |
|
|
-3.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.226 |
0.192 |
| 1M High / 1M Low: |
0.270 |
0.158 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.207 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.231 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
