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UBS Call 135 ERT 20.09.2024/  CH1272022521  /

EUWAX
2024-07-25  9:21:30 AM Chg.- Bid8:42:44 AM Ask8:42:44 AM Underlying Strike price Expiration date Option type
0.970EUR - 1.020
Bid Size: 2,500		 1.120
Ask Size: 2,500		 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: 12.69
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.17
Parity: -0.43
Time value: 1.03
Break-even: 145.30
Moneyness: 0.97
Premium: 0.11
Premium p.a.: 1.00
Spread abs.: 0.02
Spread %: 1.98%
Delta: 0.50
Theta: -0.11
Omega: 6.32
Rho: 0.08
 

Quote data

Open: 0.970
High: 0.970
Low: 0.970
Previous Close: 0.930
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.95%
1 Month
  -4.90%
3 Months  
+79.63%
YTD
  -27.61%
1 Year
  -49.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.310 0.880
1M High / 1M Low: 1.380 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: 2023-07-28 1.930
52W Low: 2024-05-09 0.310
Avg. price 1W:   1.030
Avg. volume 1W:   0.000
Avg. price 1M:   0.998
Avg. volume 1M:   0.000
Avg. price 6M:   0.898
Avg. volume 6M:   0.000
Avg. price 1Y:   1.053
Avg. volume 1Y:   0.000
Volatility 1M:   234.92%
Volatility 6M:   208.45%
Volatility 1Y:   163.37%
Volatility 3Y:   -