UBS Call 130 BEI 20.12.2024
/ CH1319907361
UBS Call 130 BEI 20.12.2024/ CH1319907361 /
| 29/07/2024 20:56:03 |
Chg.-0.100 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
-8.20% |
-
Bid Size: - |
-
Ask Size: - |
BEIERSDORF AG O.N. |
130.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UM19RY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
0.68 |
| Time value: |
0.57 |
| Break-even: |
142.40 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.64% |
| Delta: |
0.70 |
| Theta: |
-0.03 |
| Omega: |
7.77 |
| Rho: |
0.33 |
Quote data
| Open: |
1.260 |
| High: |
1.270 |
| Low: |
1.090 |
| Previous Close: |
1.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.42% |
| 1 Month |
|
|
-9.68% |
| 3 Months |
|
|
-32.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.340 |
1.070 |
| 1M High / 1M Low: |
1.370 |
1.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.192 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.256 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
