UBS Call 12.5 F 20.12.2024
/ CH1326170573
UBS Call 12.5 F 20.12.2024/ CH1326170573 /
| 10/9/2024 8:41:48 PM |
Chg.+0.011 |
Bid8:36:15 AM |
Ask8:36:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.163EUR |
+7.24% |
0.131
Bid Size: 2,500 |
0.205
Ask Size: 2,500 |
Ford Motor Company |
12.50 USD |
12/20/2024 |
Call |
Master data
| WKN: |
UM15PW |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
2/19/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
54.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.34 |
| Parity: |
-1.72 |
| Time value: |
0.18 |
| Break-even: |
11.60 |
| Moneyness: |
0.85 |
| Premium: |
0.20 |
| Premium p.a.: |
1.50 |
| Spread abs.: |
0.02 |
| Spread %: |
11.32% |
| Delta: |
0.20 |
| Theta: |
0.00 |
| Omega: |
11.22 |
| Rho: |
0.00 |
Quote data
| Open: |
0.110 |
| High: |
0.171 |
| Low: |
0.110 |
| Previous Close: |
0.152 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.95% |
| 1 Month |
|
|
-4.12% |
| 3 Months |
|
|
-88.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.163 |
0.138 |
| 1M High / 1M Low: |
0.260 |
0.138 |
| 6M High / 6M Low: |
2.470 |
0.012 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.152 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.189 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.775 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.16% |
| Volatility 6M: |
|
865.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
