UBS Call 13.75 ABR 16.01.2026
/ CH1326159295
UBS Call 13.75 ABR 16.01.2026/ CH1326159295 /
9/26/2024 8:49:33 AM |
Chg.- |
Bid11:55:10 AM |
Ask11:55:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.690EUR |
- |
0.710 Bid Size: 5,000 |
0.730 Ask Size: 5,000 |
BARRICK GOLD CORP. |
13.75 - |
1/16/2026 |
Call |
Master data
WKN: |
UM2Q3R |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BARRICK GOLD CORP. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
13.75 - |
Maturity: |
1/16/2026 |
Issue date: |
2/15/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.60 |
Intrinsic value: |
0.50 |
Implied volatility: |
0.54 |
Historic volatility: |
0.29 |
Parity: |
0.50 |
Time value: |
0.23 |
Break-even: |
21.05 |
Moneyness: |
1.37 |
Premium: |
0.12 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
1.39% |
Delta: |
0.81 |
Theta: |
0.00 |
Omega: |
2.09 |
Rho: |
0.10 |
Quote data
Open: |
0.690 |
High: |
0.690 |
Low: |
0.690 |
Previous Close: |
0.660 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.47% |
1 Month |
|
|
+2.99% |
3 Months |
|
|
+64.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.690 |
0.650 |
1M High / 1M Low: |
0.730 |
0.580 |
6M High / 6M Low: |
0.730 |
0.350 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.670 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.653 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.504 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
63.86% |
Volatility 6M: |
|
110.99% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |