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UBS Call 10.8424 F 20.12.2024/  CH1258244875  /

EUWAX
9/3/2024  8:41:53 AM Chg.-0.030 Bid10:00:23 PM Ask10:00:23 PM Underlying Strike price Expiration date Option type
0.870EUR -3.33% -
Bid Size: -		 -
Ask Size: -		 Ford Motor Company 10.8424 USD 12/20/2024 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: 12/20/2024
Issue date: 3/22/2023
Last trading day: 12/19/2024
Ratio: 1:1.01
Exercise type: American
Quanto: No
Gearing: 11.93
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.32
Implied volatility: 0.29
Historic volatility: 0.34
Parity: 0.32
Time value: 0.54
Break-even: 10.64
Moneyness: 1.03
Premium: 0.05
Premium p.a.: 0.19
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.64
Theta: 0.00
Omega: 7.59
Rho: 0.02
 

Quote data

Open: 0.870
High: 0.870
Low: 0.870
Previous Close: 0.900
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.45%
1 Month  
+55.36%
3 Months
  -50.00%
YTD
  -57.97%
1 Year
  -62.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.860
1M High / 1M Low: 1.020 0.300
6M High / 6M Low: 3.530 0.300
High (YTD): 7/19/2024 3.530
Low (YTD): 8/13/2024 0.300
52W High: 7/19/2024 3.530
52W Low: 8/13/2024 0.300
Avg. price 1W:   0.914
Avg. volume 1W:   0.000
Avg. price 1M:   0.629
Avg. volume 1M:   0.000
Avg. price 6M:   1.810
Avg. volume 6M:   0.000
Avg. price 1Y:   1.817
Avg. volume 1Y:   0.000
Volatility 1M:   295.26%
Volatility 6M:   188.19%
Volatility 1Y:   167.33%
Volatility 3Y:   -