UBS Call 135 ERT 20.09.2024
/ CH1272022521
UBS Call 135 ERT 20.09.2024/ CH1272022521 /
| 8/16/2024 8:14:54 AM |
Chg.+0.060 |
Bid3:20:47 PM |
Ask3:20:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
+5.17% |
-
Bid Size: - |
-
Ask Size: - |
EL. ARTS INC. D... |
135.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
UL58QZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EL. ARTS INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
6/15/2023 |
| Last trading day: |
8/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.15 |
| Parity: |
0.24 |
| Time value: |
1.01 |
| Break-even: |
147.50 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
2.64 |
| Spread abs.: |
0.10 |
| Spread %: |
8.70% |
| Delta: |
0.58 |
| Theta: |
-0.28 |
| Omega: |
6.36 |
| Rho: |
0.04 |
Quote data
| Open: |
1.220 |
| High: |
1.220 |
| Low: |
1.220 |
| Previous Close: |
1.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-19.74% |
| 3 Months |
|
|
+171.11% |
| YTD |
|
|
-8.27% |
| 1 Year |
|
|
+41.86% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.350 |
1.150 |
| 6M High / 6M Low: |
1.520 |
0.340 |
| High (YTD): |
2/15/2024 |
1.700 |
| Low (YTD): |
5/20/2024 |
0.340 |
| 52W High: |
12/13/2023 |
1.770 |
| 52W Low: |
5/20/2024 |
0.340 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.229 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.843 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.062 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
110.40% |
| Volatility 6M: |
|
198.77% |
| Volatility 1Y: |
|
155.97% |
| Volatility 3Y: |
|
- |
