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UBS Call 10.8424 F 20.12.2024/  CH1258244875  /

EUWAX
2024-07-29  8:38:09 AM Chg.-0.08 Bid10:11:06 AM Ask10:11:06 AM Underlying Strike price Expiration date Option type
0.94EUR -7.84% 0.96
Bid Size: 5,000		 -
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: 10.06
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 0.32
Implied volatility: 0.31
Historic volatility: 0.34
Parity: 0.32
Time value: 0.72
Break-even: 11.02
Moneyness: 1.03
Premium: 0.07
Premium p.a.: 0.18
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.63
Theta: 0.00
Omega: 6.35
Rho: 0.02
 

Quote data

Open: 0.94
High: 0.94
Low: 0.94
Previous Close: 1.02
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -68.98%
1 Month
  -45.98%
3 Months
  -59.83%
YTD
  -54.59%
1 Year
  -69.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.06 1.02
1M High / 1M Low: 3.53 1.02
6M High / 6M Low: 3.53 1.02
High (YTD): 2024-07-19 3.53
Low (YTD): 2024-07-26 1.02
52W High: 2024-07-19 3.53
52W Low: 2023-11-13 0.91
Avg. price 1W:   2.26
Avg. volume 1W:   0.00
Avg. price 1M:   2.48
Avg. volume 1M:   0.00
Avg. price 6M:   2.10
Avg. volume 6M:   0.00
Avg. price 1Y:   2.01
Avg. volume 1Y:   0.00
Volatility 1M:   237.75%
Volatility 6M:   154.37%
Volatility 1Y:   144.05%
Volatility 3Y:   -