UBS Call 63 BSN 20.12.2024
/ CH1319913542
UBS Call 63 BSN 20.12.2024/ CH1319913542 /
| 26/09/2024 21:14:23 |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
63.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.13 |
| Parity: |
0.20 |
| Time value: |
0.19 |
| Break-even: |
66.90 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
8.33% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
11.24 |
| Rho: |
0.09 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.320 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
+120.86% |
| 3 Months |
|
|
+202.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.330 |
| 1M High / 1M Low: |
0.450 |
0.163 |
| 6M High / 6M Low: |
0.450 |
0.063 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.356 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.329 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.187 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.15% |
| Volatility 6M: |
|
284.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
