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UBS Call 128 ERT 20.09.2024/  CH1272022489  /

Frankfurt Zert./UBS
2024-07-26  7:25:15 PM Chg.+0.150 Bid9:56:53 PM Ask9:56:53 PM Underlying Strike price Expiration date Option type
1.710EUR +9.62% -
Bid Size: -		 -
Ask Size: -		 EL. ARTS INC. D... 128.00 - 2024-09-20 Call
 

Master data

WKN: UL56L4
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: EL. ARTS INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 128.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.43
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.57
Implied volatility: 0.72
Historic volatility: 0.17
Parity: 0.57
Time value: 1.23
Break-even: 146.00
Moneyness: 1.04
Premium: 0.09
Premium p.a.: 0.79
Spread abs.: 0.02
Spread %: 1.12%
Delta: 0.62
Theta: -0.14
Omega: 4.64
Rho: 0.10
 

Quote data

Open: 1.550
High: 1.710
Low: 1.520
Previous Close: 1.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+14.77%
1 Month  
+20.42%
3 Months  
+94.32%
YTD
  -1.72%
1 Year
  -25.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.710 1.500
1M High / 1M Low: 1.960 1.200
6M High / 6M Low: 2.200 0.620
High (YTD): 2024-02-15 2.200
Low (YTD): 2024-05-17 0.620
52W High: 2023-07-28 2.320
52W Low: 2024-05-17 0.620
Avg. price 1W:   1.582
Avg. volume 1W:   0.000
Avg. price 1M:   1.537
Avg. volume 1M:   0.000
Avg. price 6M:   1.321
Avg. volume 6M:   0.000
Avg. price 1Y:   1.440
Avg. volume 1Y:   0.000
Volatility 1M:   142.87%
Volatility 6M:   148.11%
Volatility 1Y:   123.12%
Volatility 3Y:   -