UBS Call 125 ERT 20.09.2024
/ CH1272022463
UBS Call 125 ERT 20.09.2024/ CH1272022463 /
| 05/07/2024 09:22:02 |
Chg.0.00 |
Bid11:26:14 |
Ask11:26:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
0.00% |
1.51
Bid Size: 6,250 |
1.56
Ask Size: 6,250 |
EL. ARTS INC. D... |
125.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UL5807 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EL. ARTS INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
15/06/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.17 |
| Parity: |
0.33 |
| Time value: |
1.23 |
| Break-even: |
140.60 |
| Moneyness: |
1.03 |
| Premium: |
0.10 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.10 |
| Spread %: |
6.85% |
| Delta: |
0.60 |
| Theta: |
-0.09 |
| Omega: |
4.95 |
| Rho: |
0.13 |
Quote data
| Open: |
1.51 |
| High: |
1.51 |
| Low: |
1.51 |
| Previous Close: |
1.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.48% |
| 1 Month |
|
|
+4.86% |
| 3 Months |
|
|
+26.89% |
| YTD |
|
|
-22.56% |
| 1 Year |
|
|
-24.88% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.65 |
1.37 |
| 1M High / 1M Low: |
1.78 |
1.36 |
| 6M High / 6M Low: |
2.42 |
0.72 |
| High (YTD): |
16/02/2024 |
2.42 |
| Low (YTD): |
09/05/2024 |
0.72 |
| 52W High: |
17/07/2023 |
2.58 |
| 52W Low: |
09/05/2024 |
0.72 |
| Avg. price 1W: |
|
1.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.65 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
100.08% |
| Volatility 6M: |
|
136.33% |
| Volatility 1Y: |
|
115.66% |
| Volatility 3Y: |
|
- |
