UBS Call 118 ERT 20.09.2024
/ CH1275776727
UBS Call 118 ERT 20.09.2024/ CH1275776727 /
| 2024-06-26 10:49:18 AM |
Chg.-0.06 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.31EUR |
-2.53% |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.33 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.17 |
| Parity: |
1.33 |
| Time value: |
1.02 |
| Break-even: |
141.50 |
| Moneyness: |
1.11 |
| Premium: |
0.08 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.06 |
| Spread %: |
2.62% |
| Delta: |
0.70 |
| Theta: |
-0.09 |
| Omega: |
3.92 |
| Rho: |
0.16 |
Quote data
| Open: |
2.31 |
| High: |
2.31 |
| Low: |
2.31 |
| Previous Close: |
2.37 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.94% |
| 1 Month |
|
|
+24.19% |
| 3 Months |
|
|
+29.05% |
| YTD |
|
|
-4.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.37 |
2.09 |
| 1M High / 1M Low: |
2.37 |
1.53 |
| 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: |
|
2.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.41% |
| Volatility 6M: |
|
104.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
