UBS Call 118 BIDU 20.12.2024
/ CH1326133027
UBS Call 118 BIDU 20.12.2024/ CH1326133027 /
| 2024-09-10 2:53:23 PM |
Chg.-0.016 |
Bid2:53:23 PM |
Ask2:53:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.037EUR |
-30.19% |
0.037
Bid Size: 20,000 |
0.098
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: |
0.020 |
| High: |
0.038 |
| Low: |
0.016 |
| Previous Close: |
0.053 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.67% |
| 1 Month |
|
|
+3600.00% |
| 3 Months |
|
|
-91.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.075 |
0.001 |
| 1M High / 1M Low: |
0.170 |
0.001 |
| 6M High / 6M Low: |
1.310 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.053 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.501 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65,395.74% |
| Volatility 6M: |
|
85,036.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
