UBS Call 66 BSN 20.09.2024
/ CH1319908161
UBS Call 66 BSN 20.09.2024/ CH1319908161 /
| 2024-06-11 7:31:57 PM |
Chg.+0.005 |
Bid7:51:40 PM |
Ask7:51:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.034EUR |
+17.24% |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
66.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM188D |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
107.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.13 |
| Parity: |
-0.67 |
| Time value: |
0.06 |
| Break-even: |
66.55 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.03 |
| Spread %: |
120.00% |
| Delta: |
0.18 |
| Theta: |
-0.01 |
| Omega: |
19.39 |
| Rho: |
0.03 |
Quote data
| Open: |
0.036 |
| High: |
0.036 |
| Low: |
0.032 |
| Previous Close: |
0.029 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-24.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.043 |
0.029 |
| 1M High / 1M Low: |
0.056 |
0.025 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.035 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.039 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
