UBS Knock-Out EURCHF/ DE000UM4N279 /
| 6/13/2024 6:06:10 PM | Chg.-0.649 | Bid6:06:10 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.001EUR | -99.85% | 0.001 Bid Size: 25,000 |
- Ask Size: - |
CROSSRATE EUR/CHF | 0.9604 - | 12/31/2078 | Call |
Master data
| Issuer: | UBS AG, LONDON BRANCH |
|---|---|
| WKN: | UM4N27 |
| Currency: | EUR |
| Underlying: | CROSSRATE EUR/CHF |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 0.9604 - |
| Maturity: | Endless |
| Issue date: | 4/22/2024 |
| Last trading day: | 6/13/2024 |
| Ratio: | 1:100 |
| Exercise type: | Bermuda |
| Quanto: | No |
| Gearing: | 607.46 |
| Knock-out: | 0.9604 |
| Knock-out violated on: | - |
| Distance to knock-out: | - |
| Distance to knock-out %: | - |
| Distance to strike price: | -0.0007 |
| Distance to strike price %: | -0.08% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.00 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.16 |
| Spread %: | 15,700.00% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.740 |
|---|---|
| High: | 0.850 |
| Low: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -99.88% | ||
|---|---|---|---|
| 1 Month | -99.95% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.860 | 0.001 |
|---|---|---|
| 1M High / 1M Low: | 3.260 | 0.001 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.482 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.940 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 503.55% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
