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UBS Call 136 ERT 20.09.2024/  CH1272022539  /

EUWAX
2024-07-05  9:22:02 AM Chg.0.000 Bid11:37:35 AM Ask11:37:35 AM Underlying Strike price Expiration date Option type
0.720EUR 0.00% 0.720
Bid Size: 6,250		 0.770
Ask Size: 6,250		 EL. ARTS INC. D... 136.00 - 2024-09-20 Call
 

Master data

WKN: UL6F2V
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: EL. ARTS INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 136.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.45
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.17
Parity: -0.77
Time value: 0.78
Break-even: 143.80
Moneyness: 0.94
Premium: 0.12
Premium p.a.: 0.72
Spread abs.: 0.10
Spread %: 14.71%
Delta: 0.44
Theta: -0.07
Omega: 7.29
Rho: 0.10
 

Quote data

Open: 0.720
High: 0.720
Low: 0.720
Previous Close: 0.720
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.29%
1 Month
  -2.70%
3 Months  
+14.29%
YTD
  -44.19%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.620
1M High / 1M Low: 0.960 0.620
6M High / 6M Low: 1.640 0.280
High (YTD): 2024-02-16 1.640
Low (YTD): 2024-05-09 0.280
52W High: 2023-07-17 1.940
52W Low: 2024-05-09 0.280
Avg. price 1W:   0.754
Avg. volume 1W:   0.000
Avg. price 1M:   0.759
Avg. volume 1M:   0.000
Avg. price 6M:   0.883
Avg. volume 6M:   0.000
Avg. price 1Y:   1.049
Avg. volume 1Y:   0.000
Volatility 1M:   153.68%
Volatility 6M:   202.97%
Volatility 1Y:   161.91%
Volatility 3Y:   -