UBS Call 13 GZF 20.12.2024
/ DE000UM7JEU5
UBS Call 13 GZF 20.12.2024/ DE000UM7JEU5 /
| 2024-11-12 7:59:32 PM |
Chg.-0.003 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.242EUR |
-1.22% |
-
Bid Size: - |
-
Ask Size: - |
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: |
6.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.16 |
| Parity: |
0.24 |
| Time value: |
0.01 |
| Break-even: |
15.48 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.00 |
| Spread %: |
1.22% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
5.64 |
| Rho: |
0.01 |
Quote data
| Open: |
0.245 |
| High: |
0.250 |
| Low: |
0.232 |
| Previous Close: |
0.245 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.02% |
| 1 Month |
|
|
-19.33% |
| 3 Months |
|
|
-6.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.247 |
0.221 |
| 1M High / 1M Low: |
0.330 |
0.221 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.239 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.274 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
