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UBS Call 135 ERT 20.09.2024/  CH1272022521  /

EUWAX
2024-07-05  9:22:02 AM Chg.-0.010 Bid2:03:31 PM Ask2:03:31 PM Underlying Strike price Expiration date Option type
0.780EUR -1.27% 0.780
Bid Size: 6,250		 0.830
Ask Size: 6,250		 EL. ARTS INC. D... 135.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.27
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.17
Parity: -0.67
Time value: 0.84
Break-even: 143.40
Moneyness: 0.95
Premium: 0.12
Premium p.a.: 0.70
Spread abs.: 0.10
Spread %: 13.51%
Delta: 0.46
Theta: -0.07
Omega: 7.03
Rho: 0.11
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.790
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.22%
1 Month
  -1.27%
3 Months  
+16.42%
YTD
  -41.79%
1 Year
  -47.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.670
1M High / 1M Low: 1.020 0.670
6M High / 6M Low: 1.710 0.310
High (YTD): 2024-02-16 1.710
Low (YTD): 2024-05-09 0.310
52W High: 2023-07-17 2.000
52W Low: 2024-05-09 0.310
Avg. price 1W:   0.816
Avg. volume 1W:   0.000
Avg. price 1M:   0.817
Avg. volume 1M:   0.000
Avg. price 6M:   0.934
Avg. volume 6M:   0.000
Avg. price 1Y:   1.097
Avg. volume 1Y:   0.000
Volatility 1M:   149.61%
Volatility 6M:   193.83%
Volatility 1Y:   155.73%
Volatility 3Y:   -