UBS Call 10.5 FTE 20.12.2024
/ CH1319913781
UBS Call 10.5 FTE 20.12.2024/ CH1319913781 /
| 04/07/2024 18:02:33 |
Chg.+0.035 |
Bid18:02:33 |
Ask18:02:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.151EUR |
+30.17% |
0.151
Bid Size: 5,000 |
0.171
Ask Size: 5,000 |
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: |
65.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.14 |
| Parity: |
-0.98 |
| Time value: |
0.15 |
| Break-even: |
10.65 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.03 |
| Spread %: |
25.86% |
| Delta: |
0.25 |
| Theta: |
0.00 |
| Omega: |
16.18 |
| Rho: |
0.01 |
Quote data
| Open: |
0.124 |
| High: |
0.155 |
| Low: |
0.124 |
| Previous Close: |
0.116 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.30% |
| 1 Month |
|
|
-74.83% |
| 3 Months |
|
|
-76.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.118 |
0.074 |
| 1M High / 1M Low: |
0.630 |
0.074 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.217 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
396.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
