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UBS Call 115 BIDU 20.12.2024/  DE000UL8A7U4  /

EUWAX
2024-10-18  1:09:09 PM Chg.+0.007 Bid10:00:21 PM Ask10:00:21 PM Underlying Strike price Expiration date Option type
0.157EUR +4.67% -
Bid Size: -		 -
Ask Size: -		 Baidu Inc 115.00 USD 2024-12-20 Call
 

Master data

WKN: UL8A7U
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Baidu Inc
Type: Warrant
Option type: Call
Strike price: 115.00 USD
Maturity: 2024-12-20
Issue date: 2023-09-05
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 53.61
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.36
Parity: -1.90
Time value: 0.16
Break-even: 107.44
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 2.50
Spread abs.: 0.01
Spread %: 6.58%
Delta: 0.19
Theta: -0.04
Omega: 10.14
Rho: 0.03
 

Quote data

Open: 0.161
High: 0.161
Low: 0.157
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.93%
1 Month  
+44.04%
3 Months
  -14.67%
YTD
  -67.96%
1 Year
  -64.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.178 0.150
1M High / 1M Low: 0.440 0.105
6M High / 6M Low: 0.460 0.081
High (YTD): 2024-01-11 0.510
Low (YTD): 2024-09-19 0.081
52W High: 2023-11-27 0.570
52W Low: 2024-09-19 0.081
Avg. price 1W:   0.161
Avg. volume 1W:   0.000
Avg. price 1M:   0.244
Avg. volume 1M:   0.000
Avg. price 6M:   0.225
Avg. volume 6M:   0.000
Avg. price 1Y:   0.324
Avg. volume 1Y:   0.000
Volatility 1M:   372.96%
Volatility 6M:   206.88%
Volatility 1Y:   158.84%
Volatility 3Y:   -