UBS Call 10.8424 F 20.12.2024
/ CH1258244875
UBS Call 10.8424 F 20.12.2024/ CH1258244875 /
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: |
|
- |