UBS Call 120 ERT 20.09.2024
/ CH1275776735
UBS Call 120 ERT 20.09.2024/ CH1275776735 /
| 16/08/2024 08:25:42 |
Chg.- |
Bid22:00:20 |
Ask22:00:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.56EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
EL. ARTS INC. D... |
120.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UL78CZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EL. ARTS INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
06/09/2023 |
| Last trading day: |
20/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
2.16 |
| Historic volatility: |
0.16 |
| Parity: |
0.99 |
| Time value: |
1.57 |
| Break-even: |
145.60 |
| Moneyness: |
1.08 |
| Premium: |
0.12 |
| Premium p.a.: |
23.56 |
| Spread abs.: |
0.08 |
| Spread %: |
3.23% |
| Delta: |
0.66 |
| Theta: |
-0.76 |
| Omega: |
3.33 |
| Rho: |
0.02 |
Quote data
| Open: |
2.56 |
| High: |
2.56 |
| Low: |
2.56 |
| Previous Close: |
2.48 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+8.94% |
| 3 Months |
|
|
+36.17% |
| YTD |
|
|
+11.79% |
| 1 Year |
|
|
+56.10% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.56 |
2.35 |
| 6M High / 6M Low: |
2.98 |
1.01 |
| High (YTD): |
01/08/2024 |
2.98 |
| Low (YTD): |
09/05/2024 |
1.01 |
| 52W High: |
01/08/2024 |
2.98 |
| 52W Low: |
09/05/2024 |
1.01 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.01 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
54.73% |
| Volatility 6M: |
|
125.06% |
| Volatility 1Y: |
|
102.19% |
| Volatility 3Y: |
|
- |
