UBS Call 126 ERT 20.09.2024
/ CH1272022471
UBS Call 126 ERT 20.09.2024/ CH1272022471 /
| 2024-07-26 9:23:36 AM |
Chg.+0.08 |
Bid9:28:48 AM |
Ask9:28:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.71EUR |
+4.91% |
1.73
Bid Size: 2,500 |
1.83
Ask Size: 2,500 |
EL. ARTS INC. D... |
126.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL56KS |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EL. ARTS INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
126.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.17 |
| Parity: |
0.47 |
| Time value: |
1.23 |
| Break-even: |
143.00 |
| Moneyness: |
1.04 |
| Premium: |
0.09 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.02 |
| Spread %: |
1.19% |
| Delta: |
0.61 |
| Theta: |
-0.13 |
| Omega: |
4.72 |
| Rho: |
0.10 |
Quote data
| Open: |
1.71 |
| High: |
1.71 |
| Low: |
1.71 |
| Previous Close: |
1.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.35% |
| 1 Month |
|
|
+0.59% |
| 3 Months |
|
|
+76.29% |
| YTD |
|
|
-9.04% |
| 1 Year |
|
|
-30.49% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.02 |
1.53 |
| 1M High / 1M Low: |
2.11 |
1.29 |
| 6M High / 6M Low: |
2.35 |
0.67 |
| High (YTD): |
2024-02-16 |
2.35 |
| Low (YTD): |
2024-05-09 |
0.67 |
| 52W High: |
2023-07-26 |
2.46 |
| 52W Low: |
2024-05-09 |
0.67 |
| Avg. price 1W: |
|
1.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.56 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
165.22% |
| Volatility 6M: |
|
151.68% |
| Volatility 1Y: |
|
123.79% |
| Volatility 3Y: |
|
- |
