UBS Call 10.8424 F 20.12.2024
/ CH1258244875
UBS Call 10.8424 F 20.12.2024/ CH1258244875 /
| 2024-07-26 9:51:26 PM |
Chg.-0.050 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
-4.59% |
-
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: |
0.930 |
| High: |
1.140 |
| Low: |
0.930 |
| Previous Close: |
1.090 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-66.98% |
| 1 Month |
|
|
-48.51% |
| 3 Months |
|
|
-56.67% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
-67.30% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.260 |
1.040 |
| 1M High / 1M Low: |
3.660 |
1.040 |
| 6M High / 6M Low: |
3.660 |
1.040 |
| High (YTD): |
2024-07-18 |
3.660 |
| Low (YTD): |
2024-07-26 |
1.040 |
| 52W High: |
2024-07-18 |
3.660 |
| 52W Low: |
2023-11-09 |
0.900 |
| Avg. price 1W: |
|
2.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.597 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.163 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.048 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
249.63% |
| Volatility 6M: |
|
158.57% |
| Volatility 1Y: |
|
144.97% |
| Volatility 3Y: |
|
- |
