UBS Call 12 F 20.12.2024/ CH1326170565 /
2024-07-26 7:40:29 PM | Chg.-1.550 | Bid9:51:31 PM | Ask9:51:31 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.560EUR | -73.46% | - Bid Size: - |
- Ask Size: - |
Ford Motor Company | 12.00 USD | 2024-12-20 | Call |
Master data
WKN: | UM11DK |
---|---|
Issuer: | UBS AG, LONDON BRANCH |
Currency: | EUR |
Underlying: | Ford Motor Company |
Type: | Warrant |
Option type: | Call |
Strike price: | 12.00 USD |
Maturity: | 2024-12-20 |
Issue date: | 2024-02-19 |
Last trading day: | 2024-12-19 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 15.62 |
Leverage: | Yes |
Calculated values
Fair value: | 0.63 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.35 |
Historic volatility: | 0.34 |
Parity: | -0.75 |
Time value: | 0.66 |
Break-even: | 11.71 |
Moneyness: | 0.93 |
Premium: | 0.14 |
Premium p.a.: | 0.38 |
Spread abs.: | 0.10 |
Spread %: | 17.86% |
Delta: | 0.44 |
Theta: | 0.00 |
Omega: | 6.92 |
Rho: | 0.02 |
Quote data
Open: | 0.530 |
---|---|
High: | 0.610 |
Low: | 0.510 |
Previous Close: | 2.110 |
Turnover: | 0.000 |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -75.55% | ||
---|---|---|---|
1 Month | -53.72% | ||
3 Months | -67.82% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.290 | 0.560 |
---|---|---|
1M High / 1M Low: | 2.820 | 0.560 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.783 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 1.840 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 304.29% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |