UBS Call 118 BIDU 17.01.2025
/ CH1326133043
UBS Call 118 BIDU 17.01.2025/ CH1326133043 /
10/09/2024 09:58:42 |
Chg.+0.002 |
Bid16:22:49 |
Ask16:22:49 |
Underlying |
Strike price |
Expiration date |
Option type |
0.047EUR |
+4.44% |
0.074 Bid Size: 25,000 |
0.094 Ask Size: 25,000 |
Baidu Inc |
118.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
UM130X |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Baidu Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
118.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
19/02/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
76.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.32 |
Parity: |
-3.30 |
Time value: |
0.10 |
Break-even: |
107.90 |
Moneyness: |
0.69 |
Premium: |
0.46 |
Premium p.a.: |
1.91 |
Spread abs.: |
0.02 |
Spread %: |
25.97% |
Delta: |
0.11 |
Theta: |
-0.02 |
Omega: |
8.64 |
Rho: |
0.03 |
Quote data
Open: |
0.047 |
High: |
0.047 |
Low: |
0.047 |
Previous Close: |
0.045 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.34% |
1 Month |
|
|
+4600.00% |
3 Months |
|
|
-91.13% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.059 |
0.045 |
1M High / 1M Low: |
0.189 |
0.045 |
6M High / 6M Low: |
1.520 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.052 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.107 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.616 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
280.39% |
Volatility 6M: |
|
116,012.34% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |