UBS Call 118 ERT 20.09.2024
/ CH1275776727
UBS Call 118 ERT 20.09.2024/ CH1275776727 /
28/06/2024 08:24:32 |
Chg.0.00 |
Bid22:00:14 |
Ask22:00:14 |
Underlying |
Strike price |
Expiration date |
Option type |
2.26EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
EL. ARTS INC. D... |
118.00 - |
20/09/2024 |
Call |
Master data
WKN: |
UL8ECW |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
EL. ARTS INC. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
118.00 - |
Maturity: |
20/09/2024 |
Issue date: |
06/09/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.35 |
Intrinsic value: |
1.20 |
Implied volatility: |
0.61 |
Historic volatility: |
0.17 |
Parity: |
1.20 |
Time value: |
0.97 |
Break-even: |
139.70 |
Moneyness: |
1.10 |
Premium: |
0.07 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.69 |
Theta: |
-0.09 |
Omega: |
4.16 |
Rho: |
0.16 |
Quote data
Open: |
2.26 |
High: |
2.26 |
Low: |
2.26 |
Previous Close: |
2.26 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.13% |
1 Month |
|
|
+43.95% |
3 Months |
|
|
+23.50% |
YTD |
|
|
-7.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.37 |
2.20 |
1M High / 1M Low: |
2.37 |
1.53 |
6M High / 6M Low: |
2.97 |
1.14 |
High (YTD): |
16/02/2024 |
2.97 |
Low (YTD): |
09/05/2024 |
1.14 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.28 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.00 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.05 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
89.05% |
Volatility 6M: |
|
105.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |