UBS Call 118 ERT 20.09.2024
/ CH1275776727
UBS Call 118 ERT 20.09.2024/ CH1275776727 /
| 2024-07-26 8:25:01 AM |
Chg.+0.07 |
Bid10:20:02 AM |
Ask10:20:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.38EUR |
+3.03% |
2.40
Bid Size: 5,000 |
2.50
Ask Size: 5,000 |
EL. ARTS INC. D... |
118.00 - |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-09-06 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.17 |
| Parity: |
1.27 |
| Time value: |
1.11 |
| Break-even: |
141.80 |
| Moneyness: |
1.11 |
| Premium: |
0.09 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.02 |
| Spread %: |
0.85% |
| Delta: |
0.69 |
| Theta: |
-0.14 |
| Omega: |
3.78 |
| Rho: |
0.10 |
Quote data
| Open: |
2.38 |
| High: |
2.38 |
| Low: |
2.38 |
| Previous Close: |
2.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.39% |
| 1 Month |
|
|
+3.03% |
| 3 Months |
|
|
+60.81% |
| YTD |
|
|
-2.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.78 |
2.29 |
| 1M High / 1M Low: |
2.78 |
1.95 |
| 6M High / 6M Low: |
2.97 |
1.14 |
| High (YTD): |
2024-02-16 |
2.97 |
| Low (YTD): |
2024-05-09 |
1.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.13% |
| Volatility 6M: |
|
111.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
