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UBS Call 10.8424 F 20.12.2024/  CH1258244875  /

Frankfurt Zert./UBS
2024-09-02  10:21:28 AM Chg.-0.050 Bid11:30:36 AM Ask- Underlying Strike price Expiration date Option type
0.900EUR -5.26% -
Bid Size: -		 -
Ask Size: -		 Ford Motor Company 10.8424 USD 2024-12-20 Call
 

Master data

WKN: UL2QRU
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Ford Motor Company
Type: Warrant
Option type: Call
Strike price: 10.84 USD
Maturity: 2024-12-20
Issue date: 2023-03-22
Last trading day: 2024-12-19
Ratio: 1:1.01
Exercise type: American
Quanto: No
Gearing: 10.82
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.32
Implied volatility: 0.33
Historic volatility: 0.34
Parity: 0.32
Time value: 0.63
Break-even: 10.75
Moneyness: 1.03
Premium: 0.06
Premium p.a.: 0.22
Spread abs.: -0.01
Spread %: -1.04%
Delta: 0.63
Theta: 0.00
Omega: 6.79
Rho: 0.02
 

Quote data

Open: 0.890
High: 0.900
Low: 0.890
Previous Close: 0.950
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.16%
1 Month  
+73.08%
3 Months
  -47.06%
YTD
  -56.31%
1 Year
  -61.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.930
1M High / 1M Low: 1.010 0.390
6M High / 6M Low: 3.770 0.390
High (YTD): 2024-07-18 3.770
Low (YTD): 2024-08-15 0.390
52W High: 2024-07-18 3.770
52W Low: 2024-08-15 0.390
Avg. price 1W:   0.958
Avg. volume 1W:   0.000
Avg. price 1M:   0.684
Avg. volume 1M:   0.000
Avg. price 6M:   1.896
Avg. volume 6M:   0.000
Avg. price 1Y:   1.864
Avg. volume 1Y:   0.000
Volatility 1M:   246.15%
Volatility 6M:   177.18%
Volatility 1Y:   163.62%
Volatility 3Y:   -