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: |
|
- |
