UBS Call 12 F 20.09.2024/ CH1326170524 /
| 10/07/2024 08:15:36 | Chg.-0.160 | Bid08:15:36 | Ask08:15:36 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.970EUR | -14.16% | 0.970 Bid Size: 2,500 |
1.380 Ask Size: 2,500 |
Ford Motor Company | 12.00 USD | 20/09/2024 | Call |
Master data
| WKN: | UM13K2 |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | Ford Motor Company |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.00 USD |
| Maturity: | 20/09/2024 |
| Issue date: | 19/02/2024 |
| Last trading day: | 19/09/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.22 |
|---|---|
| Intrinsic value: | 0.90 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.29 |
| Parity: | 0.90 |
| Time value: | 0.39 |
| Break-even: | 12.37 |
| Moneyness: | 1.08 |
| Premium: | 0.03 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.10 |
| Spread %: | 8.40% |
| Delta: | 0.74 |
| Theta: | 0.00 |
| Omega: | 6.88 |
| Rho: | 0.02 |
Quote data
| Open: | 0.970 |
|---|---|
| High: | 0.970 |
| Low: | 0.970 |
| Previous Close: | 1.130 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.01% | ||
|---|---|---|---|
| 1 Month | +5.43% | ||
| 3 Months | -40.49% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.190 | 0.980 |
|---|---|---|
| 1M High / 1M Low: | 1.190 | 0.470 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.092 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.801 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 239.51% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
