UBS Call 134 ERT 20.09.2024
/ CH1272022513
UBS Call 134 ERT 20.09.2024/ CH1272022513 /
| 2024-07-26 9:23:36 AM |
Chg.+0.06 |
Bid9:39:29 AM |
Ask9:39:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
+5.83% |
1.10
Bid Size: 2,500 |
1.20
Ask Size: 2,500 |
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: |
11.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.17 |
| Parity: |
-0.33 |
| Time value: |
1.10 |
| Break-even: |
145.00 |
| Moneyness: |
0.98 |
| Premium: |
0.11 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.02 |
| Spread %: |
1.85% |
| Delta: |
0.51 |
| Theta: |
-0.11 |
| Omega: |
6.09 |
| Rho: |
0.09 |
Quote data
| Open: |
1.09 |
| High: |
1.09 |
| Low: |
1.09 |
| Previous Close: |
1.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.01% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+87.93% |
| YTD |
|
|
-22.14% |
| 1 Year |
|
|
-45.23% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
0.95 |
| 1M High / 1M Low: |
1.46 |
0.73 |
| 6M High / 6M Low: |
1.78 |
0.34 |
| High (YTD): |
2024-02-16 |
1.78 |
| Low (YTD): |
2024-05-09 |
0.34 |
| 52W High: |
2023-07-26 |
1.99 |
| 52W Low: |
2024-05-09 |
0.34 |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.95 |
| Avg. volume 6M: |
|
163.70 |
| Avg. price 1Y: |
|
1.10 |
| Avg. volume 1Y: |
|
80.89 |
| Volatility 1M: |
|
223.86% |
| Volatility 6M: |
|
202.11% |
| Volatility 1Y: |
|
159.06% |
| Volatility 3Y: |
|
- |
