UBS Call 132 ERT 20.12.2024
/ CH1227456139
UBS Call 132 ERT 20.12.2024/ CH1227456139 /
| 26/09/2024 21:54:41 |
Chg.+0.140 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.370EUR |
+11.38% |
-
Bid Size: - |
-
Ask Size: - |
EL. ARTS INC. D... |
132.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
UL1476 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EL. ARTS INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
132.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
21/02/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.15 |
| Parity: |
-0.49 |
| Time value: |
1.26 |
| Break-even: |
144.60 |
| Moneyness: |
0.96 |
| Premium: |
0.14 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.02 |
| Spread %: |
1.61% |
| Delta: |
0.51 |
| Theta: |
-0.09 |
| Omega: |
5.18 |
| Rho: |
0.12 |
Quote data
| Open: |
1.240 |
| High: |
1.380 |
| Low: |
1.210 |
| Previous Close: |
1.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.17% |
| 1 Month |
|
|
-26.34% |
| 3 Months |
|
|
-9.27% |
| YTD |
|
|
-21.71% |
| 1 Year |
|
|
+24.55% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
1.140 |
| 1M High / 1M Low: |
2.150 |
1.140 |
| 6M High / 6M Low: |
2.260 |
0.750 |
| High (YTD): |
31/07/2024 |
2.260 |
| Low (YTD): |
08/05/2024 |
0.750 |
| 52W High: |
31/07/2024 |
2.260 |
| 52W Low: |
08/05/2024 |
0.750 |
| Avg. price 1W: |
|
1.204 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.602 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.410 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.556 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
116.37% |
| Volatility 6M: |
|
131.89% |
| Volatility 1Y: |
|
108.78% |
| Volatility 3Y: |
|
- |
