UBS Call 12.25 SDF 20.09.2024
/ CH1322928560
UBS Call 12.25 SDF 20.09.2024/ CH1322928560 /
| 02/08/2024 19:26:17 |
Chg.-0.002 |
Bid19:58:20 |
Ask19:58:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.025EUR |
-7.41% |
0.025
Bid Size: 10,000 |
0.050
Ask Size: 5,000 |
K+S AG NA O.N. |
12.25 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
UM2BL2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
K+S AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.25 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
08/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
23.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.25 |
| Parity: |
-0.05 |
| Time value: |
0.05 |
| Break-even: |
12.75 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.03 |
| Spread %: |
100.00% |
| Delta: |
0.43 |
| Theta: |
-0.01 |
| Omega: |
10.19 |
| Rho: |
0.01 |
Quote data
| Open: |
0.028 |
| High: |
0.030 |
| Low: |
0.002 |
| Previous Close: |
0.027 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.41% |
| 1 Month |
|
|
-63.77% |
| 3 Months |
|
|
-85.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.030 |
0.025 |
| 1M High / 1M Low: |
0.069 |
0.018 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.027 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.029 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
339.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
