UBS Call 130 BEI 20.12.2024
/ CH1319907361
UBS Call 130 BEI 20.12.2024/ CH1319907361 /
| 11/11/2024 11:14:23 |
Chg.+0.031 |
Bid11:14:23 |
Ask11:14:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
+26.05% |
0.150
Bid Size: 10,000 |
0.160
Ask Size: 10,000 |
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: |
89.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.16 |
| Parity: |
-0.52 |
| Time value: |
0.14 |
| Break-even: |
131.39 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.02 |
| Spread %: |
16.81% |
| Delta: |
0.29 |
| Theta: |
-0.04 |
| Omega: |
26.03 |
| Rho: |
0.04 |
Quote data
| Open: |
0.123 |
| High: |
0.170 |
| Low: |
0.122 |
| Previous Close: |
0.119 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.83% |
| 1 Month |
|
|
-79.17% |
| 3 Months |
|
|
-71.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.239 |
0.105 |
| 1M High / 1M Low: |
0.730 |
0.105 |
| 6M High / 6M Low: |
2.200 |
0.105 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.153 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.355 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.014 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
364.84% |
| Volatility 6M: |
|
228.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
