UBS Call 114 BIDU 20.09.2024
/ CH1326147415
UBS Call 114 BIDU 20.09.2024/ CH1326147415 /
| 2024-06-28 7:34:25 PM |
Chg.0.000 |
Bid2024-06-28 |
Ask2024-06-28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.001EUR |
0.00% |
0.001
Bid Size: 25,000 |
0.400
Ask Size: 25,000 |
Baidu Inc |
114.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
UM2GVK |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
114.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-16 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.33 |
| Parity: |
-2.57 |
| Time value: |
0.40 |
| Break-even: |
110.40 |
| Moneyness: |
0.76 |
| Premium: |
0.37 |
| Premium p.a.: |
2.96 |
| Spread abs.: |
0.40 |
| Spread %: |
39,900.00% |
| Delta: |
0.27 |
| Theta: |
-0.06 |
| Omega: |
5.54 |
| Rho: |
0.04 |
Quote data
| Open: |
0.085 |
| High: |
0.092 |
| Low: |
0.001 |
| Previous Close: |
0.001 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-99.07% |
| 1 Month |
|
|
-99.75% |
| 3 Months |
|
|
-99.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.105 |
0.001 |
| 1M High / 1M Low: |
0.400 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.043 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.186 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54,995.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
