UBS Call 118 BIDU 20.12.2024
/ CH1326133027
UBS Call 118 BIDU 20.12.2024/ CH1326133027 /
2024-09-10 2:29:42 PM |
Chg.-0.020 |
Bid2024-09-10 |
Ask2024-09-10 |
Underlying |
Strike price |
Expiration date |
Option type |
0.036EUR |
-35.71% |
0.036 Bid Size: 20,000 |
0.097 Ask Size: 20,000 |
Baidu Inc |
118.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
UM1ZCH |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Baidu Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
118.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-19 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
99.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.32 |
Parity: |
-3.30 |
Time value: |
0.07 |
Break-even: |
107.67 |
Moneyness: |
0.69 |
Premium: |
0.46 |
Premium p.a.: |
2.88 |
Spread abs.: |
0.02 |
Spread %: |
39.62% |
Delta: |
0.09 |
Theta: |
-0.02 |
Omega: |
9.45 |
Rho: |
0.02 |
Quote data
Open: |
0.021 |
High: |
0.036 |
Low: |
0.021 |
Previous Close: |
0.056 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-49.30% |
1 Month |
|
|
+3500.00% |
3 Months |
|
|
-91.82% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.071 |
0.001 |
1M High / 1M Low: |
0.166 |
0.001 |
6M High / 6M Low: |
1.410 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.052 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.093 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.523 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
30,726.32% |
Volatility 6M: |
|
88,590.98% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |