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UBS Call 134 ERT 20.09.2024/  CH1272022513  /

Frankfurt Zert./UBS
2024-07-26  7:34:30 PM Chg.+0.130 Bid9:56:56 PM Ask9:56:56 PM Underlying Strike price Expiration date Option type
1.250EUR +11.61% -
Bid Size: -		 -
Ask Size: -		 EL. ARTS INC. D... 134.00 - 2024-09-20 Call
 

Master data

WKN: UL6KBF
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: EL. ARTS INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 134.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.06
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.17
Parity: -0.03
Time value: 1.33
Break-even: 147.30
Moneyness: 1.00
Premium: 0.10
Premium p.a.: 0.90
Spread abs.: 0.02
Spread %: 1.53%
Delta: 0.55
Theta: -0.12
Omega: 5.58
Rho: 0.09
 

Quote data

Open: 1.100
High: 1.250
Low: 1.060
Previous Close: 1.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+20.19%
1 Month  
+25.00%
3 Months  
+111.86%
YTD
  -10.07%
1 Year
  -35.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.250 1.060
1M High / 1M Low: 1.510 0.790
6M High / 6M Low: 1.760 0.370
High (YTD): 2024-02-15 1.760
Low (YTD): 2024-05-17 0.370
52W High: 2023-07-28 1.970
52W Low: 2024-05-17 0.370
Avg. price 1W:   1.132
Avg. volume 1W:   0.000
Avg. price 1M:   1.099
Avg. volume 1M:   0.000
Avg. price 6M:   0.962
Avg. volume 6M:   0.000
Avg. price 1Y:   1.106
Avg. volume 1Y:   0.000
Volatility 1M:   187.83%
Volatility 6M:   190.09%
Volatility 1Y:   152.21%
Volatility 3Y:   -