UBS Call 13.5 F 20.12.2024
/ CH1326170599
UBS Call 13.5 F 20.12.2024/ CH1326170599 /
| 2024-07-31 7:35:20 PM |
Chg.-0.015 |
Bid2024-07-31 |
Ask2024-07-31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.146EUR |
-9.32% |
0.146
Bid Size: 10,000 |
0.248
Ask Size: 10,000 |
Ford Motor Company |
13.50 USD |
2024-12-20 |
Call |
Master data
| WKN: |
UM1VPU |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
38.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.34 |
| Parity: |
-2.46 |
| Time value: |
0.26 |
| Break-even: |
12.74 |
| Moneyness: |
0.80 |
| Premium: |
0.27 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.10 |
| Spread %: |
64.56% |
| Delta: |
0.22 |
| Theta: |
0.00 |
| Omega: |
8.43 |
| Rho: |
0.01 |
Quote data
| Open: |
0.017 |
| High: |
0.164 |
| Low: |
0.017 |
| Previous Close: |
0.161 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-88.32% |
| 1 Month |
|
|
-74.83% |
| 3 Months |
|
|
-79.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
0.161 |
| 1M High / 1M Low: |
1.820 |
0.161 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.460 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.969 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
410.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
