UBS Call 120 NXS 20.12.2024
/ DE000UM54P16
UBS Call 120 NXS 20.12.2024/ DE000UM54P16 /
| 06/11/2024 17:29:51 |
Chg.-0.470 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
-31.13% |
-
Bid Size: - |
-
Ask Size: - |
NEXANS INH. ... |
120.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
UM54P1 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NEXANS INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
06/06/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.31 |
| Parity: |
1.19 |
| Time value: |
0.33 |
| Break-even: |
135.20 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
0.66% |
| Delta: |
0.77 |
| Theta: |
-0.08 |
| Omega: |
6.67 |
| Rho: |
0.10 |
Quote data
| Open: |
1.470 |
| High: |
1.510 |
| Low: |
1.040 |
| Previous Close: |
1.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.21% |
| 1 Month |
|
|
-32.03% |
| 3 Months |
|
|
+76.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.510 |
1.250 |
| 1M High / 1M Low: |
2.310 |
1.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.388 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.808 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
