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: |
|
- |
