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UBS Call 12.3209 F 20.12.2024/  CH1251053059  /

Frankfurt Zert./UBS
2024-07-05  7:39:19 PM Chg.+0.040 Bid9:52:27 PM Ask- Underlying Strike price Expiration date Option type
1.220EUR +3.39% -
Bid Size: -		 -
Ask Size: -		 Ford Motor Company 12.3209 USD 2024-12-20 Call
 

Master data

WKN: UL1S10
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Ford Motor Company
Type: Warrant
Option type: Call
Strike price: 12.32 USD
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 1:1.01
Exercise type: American
Quanto: No
Gearing: 9.98
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 0.52
Implied volatility: 0.25
Historic volatility: 0.29
Parity: 0.52
Time value: 0.69
Break-even: 12.59
Moneyness: 1.04
Premium: 0.06
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 2.54%
Delta: 0.67
Theta: 0.00
Omega: 6.67
Rho: 0.03
 

Quote data

Open: 1.200
High: 1.320
Low: 1.200
Previous Close: 1.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.96%
1 Month  
+28.42%
3 Months
  -36.79%
YTD
  -8.96%
1 Year
  -66.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.290 1.180
1M High / 1M Low: 1.290 0.710
6M High / 6M Low: 2.140 0.710
High (YTD): 2024-04-03 2.140
Low (YTD): 2024-06-19 0.710
52W High: 2023-07-07 3.830
52W Low: 2023-11-13 0.530
Avg. price 1W:   1.230
Avg. volume 1W:   0.000
Avg. price 1M:   0.971
Avg. volume 1M:   0.000
Avg. price 6M:   1.237
Avg. volume 6M:   0.000
Avg. price 1Y:   1.420
Avg. volume 1Y:   0.000
Volatility 1M:   163.84%
Volatility 6M:   150.05%
Volatility 1Y:   154.84%
Volatility 3Y:   -