UBS Call 13 GZF 20.12.2024
/ DE000UM7JEU5
UBS Call 13 GZF 20.12.2024/ DE000UM7JEU5 /
| 2024-10-04 7:35:37 PM |
Chg.+0.020 |
Bid7:45:51 PM |
Ask7:45:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+8.33% |
0.260
Bid Size: 20,000 |
0.270
Ask Size: 20,000 |
ENGIE S.A. INH. ... |
13.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM7JEU |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ENGIE S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-06-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.16 |
| Parity: |
0.24 |
| Time value: |
0.03 |
| Break-even: |
15.70 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
0.87 |
| Theta: |
0.00 |
| Omega: |
4.96 |
| Rho: |
0.02 |
Quote data
| Open: |
0.250 |
| High: |
0.270 |
| Low: |
0.250 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.70% |
| 1 Month |
|
|
-16.13% |
| 3 Months |
|
|
+45.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.240 |
| 1M High / 1M Low: |
0.320 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.284 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
