UBS Call 13.5 F 20.12.2024
/ CH1326170599
UBS Call 13.5 F 20.12.2024/ CH1326170599 /
| 10/10/2024 15:53:03 |
Chg.-0.006 |
Bid15:55:41 |
Ask15:55:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
-7.89% |
0.076
Bid Size: 10,000 |
0.095
Ask Size: 10,000 |
Ford Motor Company |
13.50 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
19/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
104.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.34 |
| Parity: |
-2.63 |
| Time value: |
0.09 |
| Break-even: |
12.43 |
| Moneyness: |
0.79 |
| Premium: |
0.28 |
| Premium p.a.: |
2.57 |
| Spread abs.: |
0.02 |
| Spread %: |
25.68% |
| Delta: |
0.12 |
| Theta: |
0.00 |
| Omega: |
12.13 |
| Rho: |
0.00 |
Quote data
| Open: |
0.047 |
| High: |
0.070 |
| Low: |
0.046 |
| Previous Close: |
0.076 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.78% |
| 1 Month |
|
|
-17.65% |
| 3 Months |
|
|
-92.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.076 |
0.065 |
| 1M High / 1M Low: |
0.126 |
0.065 |
| 6M High / 6M Low: |
1.820 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.071 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.090 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.497 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.33% |
| Volatility 6M: |
|
14,150.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
