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UBS Call 10.8424 F 20.12.2024/  CH1258244875  /

EUWAX
08/11/2024  08:54:16 Chg.-0.090 Bid22:00:23 Ask22:00:23 Underlying Strike price Expiration date Option type
0.340EUR -20.93% -
Bid Size: -		 -
Ask Size: -		 Ford Motor Company 10.8424 USD 20/12/2024 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: 20/12/2024
Issue date: 22/03/2023
Last trading day: 19/12/2024
Ratio: 1:1.01
Exercise type: American
Quanto: No
Gearing: 24.15
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.12
Implied volatility: 0.25
Historic volatility: 0.34
Parity: 0.12
Time value: 0.31
Break-even: 10.54
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.30
Spread abs.: -0.05
Spread %: -10.42%
Delta: 0.59
Theta: 0.00
Omega: 14.20
Rho: 0.01
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.77%
1 Month
  -38.18%
3 Months
  -24.44%
YTD
  -83.57%
1 Year
  -63.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.044
1M High / 1M Low: 0.880 0.044
6M High / 6M Low: 3.530 0.044
High (YTD): 19/07/2024 3.530
Low (YTD): 04/11/2024 0.044
52W High: 19/07/2024 3.530
52W Low: 04/11/2024 0.044
Avg. price 1W:   0.273
Avg. volume 1W:   0.000
Avg. price 1M:   0.532
Avg. volume 1M:   0.000
Avg. price 6M:   1.190
Avg. volume 6M:   0.000
Avg. price 1Y:   1.533
Avg. volume 1Y:   0.000
Volatility 1M:   1,460.51%
Volatility 6M:   612.87%
Volatility 1Y:   444.52%
Volatility 3Y:   -