UBS Call 13.5 GZF 20.12.2024
/ DE000UM7UET4
UBS Call 13.5 GZF 20.12.2024/ DE000UM7UET4 /
| 11/12/2024 5:44:22 PM |
Chg.-0.008 |
Bid7:59:32 PM |
Ask7:59:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.178EUR |
-4.30% |
0.183
Bid Size: 20,000 |
0.186
Ask Size: 20,000 |
ENGIE S.A. INH. ... |
13.50 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
UM7UET |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ENGIE S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
6/26/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.16 |
| Parity: |
0.19 |
| Time value: |
0.01 |
| Break-even: |
15.40 |
| Moneyness: |
1.14 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
1.60% |
| Delta: |
0.98 |
| Theta: |
0.00 |
| Omega: |
7.93 |
| Rho: |
0.01 |
Quote data
| Open: |
0.191 |
| High: |
0.197 |
| Low: |
0.175 |
| Previous Close: |
0.186 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.32% |
| 1 Month |
|
|
-27.35% |
| 3 Months |
|
|
-20.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.164 |
| 1M High / 1M Low: |
0.270 |
0.164 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.220 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
