UBS Call 130 ERT 20.09.2024
/ CH1272022497
UBS Call 130 ERT 20.09.2024/ CH1272022497 /
| 8/1/2024 11:23:41 AM |
Chg.+0.25 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.06EUR |
+13.81% |
-
Bid Size: - |
-
Ask Size: - |
EL. ARTS INC. D... |
130.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
UL592Y |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EL. ARTS INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
6/15/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.17 |
| Parity: |
0.95 |
| Time value: |
1.04 |
| Break-even: |
149.90 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.02 |
| Spread %: |
1.02% |
| Delta: |
0.66 |
| Theta: |
-0.14 |
| Omega: |
4.63 |
| Rho: |
0.10 |
Quote data
| Open: |
2.06 |
| High: |
2.06 |
| Low: |
2.06 |
| Previous Close: |
1.81 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.20% |
| 1 Month |
|
|
+108.08% |
| 3 Months |
|
|
+154.32% |
| YTD |
|
|
+26.38% |
| 1 Year |
|
|
+40.14% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.06 |
1.39 |
| 1M High / 1M Low: |
2.06 |
0.99 |
| 6M High / 6M Low: |
2.06 |
0.48 |
| High (YTD): |
8/1/2024 |
2.06 |
| Low (YTD): |
5/9/2024 |
0.48 |
| 52W High: |
12/13/2023 |
2.08 |
| 52W Low: |
5/9/2024 |
0.48 |
| Avg. price 1W: |
|
1.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.18 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.31 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
176.37% |
| Volatility 6M: |
|
175.13% |
| Volatility 1Y: |
|
137.33% |
| Volatility 3Y: |
|
- |
