UBS Call 105 MMM 20.09.2024
/ CH1272018859
UBS Call 105 MMM 20.09.2024/ CH1272018859 /
| 8/2/2024 9:56:47 PM |
Chg.-0.410 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.880EUR |
-12.46% |
-
Bid Size: - |
-
Ask Size: - |
3M CO. D... |
105.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
UL6F3B |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
3M CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
6/15/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
1.63 |
| Historic volatility: |
0.31 |
| Parity: |
1.22 |
| Time value: |
2.07 |
| Break-even: |
137.90 |
| Moneyness: |
1.12 |
| Premium: |
0.18 |
| Premium p.a.: |
2.35 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.69 |
| Theta: |
-0.26 |
| Omega: |
2.45 |
| Rho: |
0.06 |
Quote data
| Open: |
3.250 |
| High: |
3.320 |
| Low: |
2.850 |
| Previous Close: |
3.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+123.26% |
| 1 Month |
|
|
+294.52% |
| 3 Months |
|
|
+193.88% |
| YTD |
|
|
+157.14% |
| 1 Year |
|
|
+105.71% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.390 |
3.290 |
| 1M High / 1M Low: |
3.390 |
0.500 |
| 6M High / 6M Low: |
3.390 |
0.102 |
| High (YTD): |
7/31/2024 |
3.390 |
| Low (YTD): |
2/19/2024 |
0.102 |
| 52W High: |
7/31/2024 |
3.390 |
| 52W Low: |
2/19/2024 |
0.102 |
| Avg. price 1W: |
|
3.340 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.193 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.759 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.773 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
592.80% |
| Volatility 6M: |
|
378.15% |
| Volatility 1Y: |
|
294.65% |
| Volatility 3Y: |
|
- |
