UBS Call 63 BSN 20.12.2024
/ CH1319913542
UBS Call 63 BSN 20.12.2024/ CH1319913542 /
2024-09-20 9:46:09 PM |
Chg.+0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.340EUR |
+3.03% |
- Bid Size: - |
- Ask Size: - |
DANONE S.A. EO -,25 |
63.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
UM2TDL |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
DANONE S.A. EO -,25 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
63.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-01 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
17.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.15 |
Implied volatility: |
0.21 |
Historic volatility: |
0.13 |
Parity: |
0.15 |
Time value: |
0.22 |
Break-even: |
66.70 |
Moneyness: |
1.02 |
Premium: |
0.03 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.03 |
Spread %: |
8.82% |
Delta: |
0.64 |
Theta: |
-0.02 |
Omega: |
11.14 |
Rho: |
0.09 |
Quote data
Open: |
0.340 |
High: |
0.380 |
Low: |
0.340 |
Previous Close: |
0.330 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.82% |
1 Month |
|
|
+128.19% |
3 Months |
|
|
+136.11% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.330 |
1M High / 1M Low: |
0.450 |
0.149 |
6M High / 6M Low: |
0.450 |
0.063 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.354 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.307 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.182 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
159.18% |
Volatility 6M: |
|
286.38% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |