UBS Call 11.5 SDF 20.12.2024
/ DE000UM7JFC0
UBS Call 11.5 SDF 20.12.2024/ DE000UM7JFC0 /
| 2024-10-28 1:12:05 PM |
Chg.+0.002 |
Bid3:03:26 PM |
Ask3:03:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.034EUR |
+6.25% |
0.034
Bid Size: 50,000 |
0.050
Ask Size: 25,000 |
K+S AG NA O.N. |
11.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM7JFC |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
K+S AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-06-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.26 |
| Parity: |
-0.03 |
| Time value: |
0.05 |
| Break-even: |
12.00 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.02 |
| Spread %: |
61.29% |
| Delta: |
0.46 |
| Theta: |
-0.01 |
| Omega: |
10.20 |
| Rho: |
0.01 |
Quote data
| Open: |
0.035 |
| High: |
0.035 |
| Low: |
0.034 |
| Previous Close: |
0.032 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.68% |
| 1 Month |
|
|
-64.58% |
| 3 Months |
|
|
-66.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.032 |
0.024 |
| 1M High / 1M Low: |
0.069 |
0.019 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.029 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.036 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
293.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
