UBS Call 12.25 SDF 20.12.2024
/ CH1322928578
UBS Call 12.25 SDF 20.12.2024/ CH1322928578 /
| 2024-10-28 5:36:00 PM |
Chg.+0.003 |
Bid5:36:00 PM |
Ask5:36:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.014EUR |
+27.27% |
0.014
Bid Size: 10,000 |
0.050
Ask Size: 5,000 |
K+S AG NA O.N. |
12.25 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM2DQW |
| 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: |
2024-12-20 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.26 |
| Parity: |
-0.11 |
| Time value: |
0.05 |
| Break-even: |
12.75 |
| Moneyness: |
0.91 |
| Premium: |
0.14 |
| Premium p.a.: |
1.49 |
| Spread abs.: |
0.04 |
| Spread %: |
354.55% |
| Delta: |
0.37 |
| Theta: |
-0.01 |
| Omega: |
8.16 |
| Rho: |
0.01 |
Quote data
| Open: |
0.011 |
| High: |
0.016 |
| Low: |
0.010 |
| Previous Close: |
0.011 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.27% |
| 1 Month |
|
|
-70.83% |
| 3 Months |
|
|
-77.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.011 |
0.007 |
| 1M High / 1M Low: |
0.036 |
0.007 |
| 6M High / 6M Low: |
0.235 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.015 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.085 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
374.02% |
| Volatility 6M: |
|
1,293.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
