UBS Call 132 ERT 20.09.2024
/ CH1272022505
UBS Call 132 ERT 20.09.2024/ CH1272022505 /
| 2024-07-25 9:21:30 AM |
Chg.- |
Bid8:49:49 AM |
Ask8:49:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
- |
1.23
Bid Size: 2,500 |
1.33
Ask Size: 2,500 |
EL. ARTS INC. D... |
132.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL58QY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EL. ARTS INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
132.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.17 |
| Parity: |
-0.13 |
| Time value: |
1.25 |
| Break-even: |
144.50 |
| Moneyness: |
0.99 |
| Premium: |
0.11 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.02 |
| Spread %: |
1.63% |
| Delta: |
0.54 |
| Theta: |
-0.12 |
| Omega: |
5.66 |
| Rho: |
0.09 |
Quote data
| Open: |
1.17 |
| High: |
1.17 |
| Low: |
1.17 |
| Previous Close: |
1.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.03% |
| 1 Month |
|
|
-4.88% |
| 3 Months |
|
|
+77.27% |
| YTD |
|
|
-22.52% |
| 1 Year |
|
|
-44.29% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.54 |
1.08 |
| 1M High / 1M Low: |
1.61 |
0.86 |
| 6M High / 6M Low: |
1.91 |
0.40 |
| High (YTD): |
2024-02-16 |
1.91 |
| Low (YTD): |
2024-05-09 |
0.40 |
| 52W High: |
2023-07-26 |
2.10 |
| 52W Low: |
2024-05-09 |
0.40 |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.21 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
207.01% |
| Volatility 6M: |
|
186.99% |
| Volatility 1Y: |
|
148.54% |
| Volatility 3Y: |
|
- |
