UBS Call 104 MMM 20.09.2024/  DE000UM5WJY3  /

EUWAX
2024-08-02  4:29:42 PM Chg.-0.26 Bid10:00:17 PM Ask10:00:17 PM Underlying Strike price Expiration date Option type
2.00EUR -11.50% -
Bid Size: -
-
Ask Size: -
3M Company 104.00 USD 2024-09-20 Call
 

Master data

WKN: UM5WJY
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: 3M Company
Type: Warrant
Option type: Call
Strike price: 104.00 USD
Maturity: 2024-09-20
Issue date: 2024-05-16
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.74
Leverage: Yes

Calculated values

Fair value: 2.01
Intrinsic value: 1.95
Implied volatility: 0.26
Historic volatility: 0.31
Parity: 1.95
Time value: 0.05
Break-even: 115.32
Moneyness: 1.20
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.01
Omega: 5.62
Rho: 0.12
 

Quote data

Open: 2.00
High: 2.00
Low: 2.00
Previous Close: 2.26
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+700.00%
1 Month  
+700.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.26 2.00
1M High / 1M Low: 2.26 2.00
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.11
Avg. volume 1W:   0.00
Avg. price 1M:   2.11
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -