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UBS Call 122 ERT 20.09.2024/  CH1272022448  /

Frankfurt Zert./UBS
2024-07-26  7:41:22 PM Chg.+0.150 Bid9:53:11 PM Ask9:53:11 PM Underlying Strike price Expiration date Option type
2.200EUR +7.32% -
Bid Size: -		 -
Ask Size: -		 EL. ARTS INC. D... 122.00 - 2024-09-20 Call
 

Master data

WKN: UL57NV
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: EL. ARTS INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 122.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.84
Leverage: Yes

Calculated values

Fair value: 1.26
Intrinsic value: 1.17
Implied volatility: 0.81
Historic volatility: 0.17
Parity: 1.17
Time value: 1.12
Break-even: 144.90
Moneyness: 1.10
Premium: 0.08
Premium p.a.: 0.70
Spread abs.: 0.02
Spread %: 0.88%
Delta: 0.68
Theta: -0.14
Omega: 3.97
Rho: 0.10
 

Quote data

Open: 2.050
High: 2.210
Low: 2.020
Previous Close: 2.050
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.24%
1 Month  
+15.79%
3 Months  
+78.86%
YTD  
+2.80%
1 Year
  -17.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.200 1.990
1M High / 1M Low: 2.470 1.680
6M High / 6M Low: 2.630 0.950
High (YTD): 2024-02-15 2.630
Low (YTD): 2024-05-14 0.950
52W High: 2023-07-28 2.700
52W Low: 2024-05-14 0.950
Avg. price 1W:   2.070
Avg. volume 1W:   0.000
Avg. price 1M:   2.025
Avg. volume 1M:   0.000
Avg. price 6M:   1.736
Avg. volume 6M:   0.000
Avg. price 1Y:   1.820
Avg. volume 1Y:   0.000
Volatility 1M:   115.64%
Volatility 6M:   120.67%
Volatility 1Y:   104.17%
Volatility 3Y:   -