UBS Call 130 BEI 20.12.2024/  CH1319907361  /

UBS Investment Bank
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:   -