UBS Call 10.5 FTE 20.12.2024
/ CH1319913781
UBS Call 10.5 FTE 20.12.2024/ CH1319913781 /
| 04/10/2024 19:30:00 |
Chg.-0.006 |
Bid19:52:22 |
Ask19:52:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.083EUR |
-6.74% |
0.076
Bid Size: 2,500 |
0.106
Ask Size: 2,500 |
ORANGE INH. ... |
10.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UM2C2B |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
48.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.15 |
| Parity: |
-0.71 |
| Time value: |
0.20 |
| Break-even: |
10.70 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.03 |
| Spread %: |
17.54% |
| Delta: |
0.31 |
| Theta: |
0.00 |
| Omega: |
14.89 |
| Rho: |
0.01 |
Quote data
| Open: |
0.095 |
| High: |
0.101 |
| Low: |
0.080 |
| Previous Close: |
0.089 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-72.33% |
| 1 Month |
|
|
-84.91% |
| 3 Months |
|
|
-52.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.245 |
0.083 |
| 1M High / 1M Low: |
0.660 |
0.083 |
| 6M High / 6M Low: |
0.790 |
0.077 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.165 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.452 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.364 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
253.39% |
| Volatility 6M: |
|
254.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
