UBS Call 13 INN1 20.12.2024
/ CH1319895624
UBS Call 13 INN1 20.12.2024/ CH1319895624 /
| 2024-11-13 9:51:40 PM |
Chg.-0.240 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.660EUR |
-12.63% |
-
Bid Size: - |
-
Ask Size: - |
ING GROEP NV EO... |
13.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM2DSF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ING GROEP NV EO -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.89 |
| Intrinsic value: |
1.85 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
1.85 |
| Time value: |
0.10 |
| Break-even: |
14.95 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
2.63% |
| Delta: |
0.91 |
| Theta: |
0.00 |
| Omega: |
6.96 |
| Rho: |
0.01 |
Quote data
| Open: |
1.920 |
| High: |
1.960 |
| Low: |
1.620 |
| Previous Close: |
1.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.90% |
| 1 Month |
|
|
-46.79% |
| 3 Months |
|
|
-39.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.550 |
1.900 |
| 1M High / 1M Low: |
3.150 |
1.900 |
| 6M High / 6M Low: |
4.190 |
1.900 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.162 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.697 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.297 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.82% |
| Volatility 6M: |
|
90.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
