UBS Call 10.5 FTE 20.09.2024
/ CH1319913740
UBS Call 10.5 FTE 20.09.2024/ CH1319913740 /
| 8/6/2024 7:00:41 PM |
Chg.- |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.117EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ORANGE INH. ... |
10.50 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
UM2KJY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
82.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.14 |
| Parity: |
-0.36 |
| Time value: |
0.12 |
| Break-even: |
10.62 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.03 |
| Spread %: |
32.26% |
| Delta: |
0.32 |
| Theta: |
0.00 |
| Omega: |
26.32 |
| Rho: |
0.00 |
Quote data
| Open: |
0.117 |
| High: |
0.117 |
| Low: |
0.117 |
| Previous Close: |
0.173 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.83% |
| 1 Month |
|
|
+46.25% |
| 3 Months |
|
|
-59.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.173 |
0.117 |
| 1M High / 1M Low: |
0.173 |
0.043 |
| 6M High / 6M Low: |
0.730 |
0.025 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.143 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.121 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.351 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
593.63% |
| Volatility 6M: |
|
401.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
