UBS Call 122 ERT 20.09.2024
/ CH1272022448
UBS Call 122 ERT 20.09.2024/ CH1272022448 /
| 2024-07-26 9:23:35 AM |
Chg.+0.09 |
Bid10:17:48 AM |
Ask10:17:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.05EUR |
+4.59% |
2.06
Bid Size: 5,000 |
2.16
Ask Size: 5,000 |
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: |
6.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.17 |
| Parity: |
0.87 |
| Time value: |
1.16 |
| Break-even: |
142.30 |
| Moneyness: |
1.07 |
| Premium: |
0.09 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.02 |
| Spread %: |
1.00% |
| Delta: |
0.65 |
| Theta: |
-0.14 |
| Omega: |
4.21 |
| Rho: |
0.10 |
Quote data
| Open: |
2.05 |
| High: |
2.05 |
| Low: |
2.05 |
| Previous Close: |
1.96 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.14% |
| 1 Month |
|
|
+0.99% |
| 3 Months |
|
|
+69.42% |
| YTD |
|
|
-4.65% |
| 1 Year |
|
|
-24.35% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.36 |
1.86 |
| 1M High / 1M Low: |
2.45 |
1.61 |
| 6M High / 6M Low: |
2.65 |
0.89 |
| High (YTD): |
2024-02-16 |
2.65 |
| Low (YTD): |
2024-05-09 |
0.89 |
| 52W High: |
2023-07-28 |
2.71 |
| 52W Low: |
2024-05-09 |
0.89 |
| Avg. price 1W: |
|
2.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.82 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
142.81% |
| Volatility 6M: |
|
130.29% |
| Volatility 1Y: |
|
108.90% |
| Volatility 3Y: |
|
- |
