UBS Call 128 ERT 20.09.2024
/ CH1272022489
UBS Call 128 ERT 20.09.2024/ CH1272022489 /
16/08/2024 08:11:03 |
Chg.+0.070 |
Bid15:15:48 |
Ask15:15:48 |
Underlying |
Strike price |
Expiration date |
Option type |
1.830EUR |
+3.98% |
- Bid Size: - |
- Ask Size: - |
EL. ARTS INC. D... |
128.00 - |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
15/06/2023 |
Last trading day: |
20/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.80 |
Intrinsic value: |
0.76 |
Implied volatility: |
1.14 |
Historic volatility: |
0.15 |
Parity: |
0.76 |
Time value: |
1.10 |
Break-even: |
146.60 |
Moneyness: |
1.06 |
Premium: |
0.08 |
Premium p.a.: |
2.88 |
Spread abs.: |
0.10 |
Spread %: |
5.68% |
Delta: |
0.64 |
Theta: |
-0.34 |
Omega: |
4.66 |
Rho: |
0.04 |
Quote data
Open: |
1.830 |
High: |
1.830 |
Low: |
1.830 |
Previous Close: |
1.760 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-12.44% |
3 Months |
|
|
+120.48% |
YTD |
|
|
+5.17% |
1 Year |
|
|
+52.50% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
2.090 |
1.710 |
6M High / 6M Low: |
2.090 |
0.620 |
High (YTD): |
15/02/2024 |
2.200 |
Low (YTD): |
17/05/2024 |
0.620 |
52W High: |
13/12/2023 |
2.230 |
52W Low: |
17/05/2024 |
0.620 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.840 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.272 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.464 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
81.51% |
Volatility 6M: |
|
149.50% |
Volatility 1Y: |
|
121.48% |
Volatility 3Y: |
|
- |