UBS Call 115 ERT 20.09.2024
/ CH1275776701
UBS Call 115 ERT 20.09.2024/ CH1275776701 /
| 2024-08-16 8:18:43 AM |
Chg.+0.080 |
Bid3:14:08 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.010EUR |
+2.73% |
-
Bid Size: - |
-
Ask Size: - |
EL. ARTS INC. D... |
115.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL8A7K |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EL. ARTS INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-06 |
| Last trading day: |
2024-08-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
1.67 |
| Implied volatility: |
3.31 |
| Historic volatility: |
0.15 |
| Parity: |
1.67 |
| Time value: |
1.34 |
| Break-even: |
145.10 |
| Moneyness: |
1.14 |
| Premium: |
0.10 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.07 |
| Spread %: |
2.38% |
| Delta: |
0.70 |
| Theta: |
-1.62 |
| Omega: |
3.07 |
| Rho: |
0.01 |
Quote data
| Open: |
3.010 |
| High: |
3.010 |
| Low: |
3.010 |
| Previous Close: |
2.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1.69% |
| 3 Months |
|
|
+39.35% |
| YTD |
|
|
+14.45% |
| 1 Year |
|
|
+48.28% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.010 |
2.930 |
| 6M High / 6M Low: |
3.240 |
1.430 |
| High (YTD): |
2024-07-30 |
3.240 |
| Low (YTD): |
2024-05-14 |
1.430 |
| 52W High: |
2024-07-30 |
3.240 |
| 52W Low: |
2024-05-14 |
1.430 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.967 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.211 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.389 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
41.86% |
| Volatility 6M: |
|
98.36% |
| Volatility 1Y: |
|
85.54% |
| Volatility 3Y: |
|
- |
