UBS Call 124 ERT 20.09.2024
/ CH1272022455
UBS Call 124 ERT 20.09.2024/ CH1272022455 /
| 2024-07-26 9:23:35 AM |
Chg.+0.08 |
Bid11:20:17 AM |
Ask11:20:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.88EUR |
+4.44% |
1.89
Bid Size: 5,000 |
1.99
Ask Size: 5,000 |
EL. ARTS INC. D... |
124.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL55HP |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EL. ARTS INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
124.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.17 |
| Parity: |
0.67 |
| Time value: |
1.20 |
| Break-even: |
142.70 |
| Moneyness: |
1.05 |
| Premium: |
0.09 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.02 |
| Spread %: |
1.08% |
| Delta: |
0.63 |
| Theta: |
-0.13 |
| Omega: |
4.44 |
| Rho: |
0.10 |
Quote data
| Open: |
1.88 |
| High: |
1.88 |
| Low: |
1.88 |
| Previous Close: |
1.80 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.16% |
| 1 Month |
|
|
+1.08% |
| 3 Months |
|
|
+72.48% |
| YTD |
|
|
-6.47% |
| 1 Year |
|
|
-27.13% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.19 |
1.69 |
| 1M High / 1M Low: |
2.28 |
1.45 |
| 6M High / 6M Low: |
2.50 |
0.77 |
| High (YTD): |
2024-02-16 |
2.50 |
| Low (YTD): |
2024-05-09 |
0.77 |
| 52W High: |
2023-07-28 |
2.58 |
| 52W Low: |
2024-05-09 |
0.77 |
| Avg. price 1W: |
|
1.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.69 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
154.18% |
| Volatility 6M: |
|
141.10% |
| Volatility 1Y: |
|
116.58% |
| Volatility 3Y: |
|
- |
