UBS Call 128 ERT 20.09.2024
/ CH1272022489
UBS Call 128 ERT 20.09.2024/ CH1272022489 /
| 2024-08-16 9:24:22 AM |
Chg.- |
Bid10:00:20 PM |
Ask10:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.81EUR |
- |
-
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: |
2024-08-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
1.82 |
| Historic volatility: |
0.16 |
| Parity: |
0.19 |
| Time value: |
1.67 |
| Break-even: |
146.60 |
| Moneyness: |
1.01 |
| Premium: |
0.13 |
| Premium p.a.: |
28.77 |
| Spread abs.: |
0.10 |
| Spread %: |
5.68% |
| Delta: |
0.59 |
| Theta: |
-0.67 |
| Omega: |
4.10 |
| Rho: |
0.02 |
Quote data
| Open: |
1.81 |
| High: |
1.81 |
| Low: |
1.81 |
| Previous Close: |
1.76 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+11.73% |
| 3 Months |
|
|
+42.52% |
| YTD |
|
|
+2.84% |
| 1 Year |
|
|
+45.97% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.84 |
1.62 |
| 6M High / 6M Low: |
2.24 |
0.57 |
| High (YTD): |
2024-08-01 |
2.24 |
| Low (YTD): |
2024-05-09 |
0.57 |
| 52W High: |
2024-08-01 |
2.24 |
| 52W Low: |
2024-05-09 |
0.57 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.47 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
102.76% |
| Volatility 6M: |
|
170.72% |
| Volatility 1Y: |
|
134.03% |
| Volatility 3Y: |
|
- |
