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UBS Call 10.8424 F 20.12.2024/  CH1258244875  /

Frankfurt Zert./UBS
2024-07-26  7:38:37 PM Chg.-1.930 Bid9:51:26 PM Ask- Underlying Strike price Expiration date Option type
1.050EUR -64.77% -
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: 10.25
Leverage: Yes

Calculated values

Fair value: 1.12
Intrinsic value: 0.32
Implied volatility: 0.30
Historic volatility: 0.34
Parity: 0.32
Time value: 0.70
Break-even: 10.99
Moneyness: 1.03
Premium: 0.07
Premium p.a.: 0.17
Spread abs.: -0.02
Spread %: -1.92%
Delta: 0.63
Theta: 0.00
Omega: 6.49
Rho: 0.02
 

Quote data

Open: 1.030
High: 1.110
Low: 0.980
Previous Close: 2.980
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -67.19%
1 Month
  -45.60%
3 Months
  -57.66%
YTD
  -49.03%
1 Year
  -66.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.190 1.050
1M High / 1M Low: 3.770 1.050
6M High / 6M Low: 3.770 1.050
High (YTD): 2024-07-18 3.770
Low (YTD): 2024-07-26 1.050
52W High: 2024-07-18 3.770
52W Low: 2023-11-14 0.890
Avg. price 1W:   2.575
Avg. volume 1W:   0.000
Avg. price 1M:   2.672
Avg. volume 1M:   0.000
Avg. price 6M:   2.167
Avg. volume 6M:   0.000
Avg. price 1Y:   2.051
Avg. volume 1Y:   0.000
Volatility 1M:   263.14%
Volatility 6M:   151.21%
Volatility 1Y:   145.59%
Volatility 3Y:   -