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UBS Call 136 ERT 20.09.2024/  CH1272022539  /

EUWAX
7/26/2024  9:23:36 AM Chg.+0.050 Bid11:18:07 AM Ask11:18:07 AM Underlying Strike price Expiration date Option type
0.950EUR +5.56% 0.960
Bid Size: 5,000		 1.060
Ask Size: 5,000		 EL. ARTS INC. D... 136.00 - 9/20/2024 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: 9/20/2024
Issue date: 6/15/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.47
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.17
Parity: -0.53
Time value: 0.97
Break-even: 145.70
Moneyness: 0.96
Premium: 0.11
Premium p.a.: 1.03
Spread abs.: 0.02
Spread %: 2.11%
Delta: 0.48
Theta: -0.11
Omega: 6.51
Rho: 0.08
 

Quote data

Open: 0.950
High: 0.950
Low: 0.950
Previous Close: 0.900
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.39%
1 Month
  -1.04%
3 Months  
+90.00%
YTD
  -26.36%
1 Year
  -49.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.240 0.820
1M High / 1M Low: 1.310 0.620
6M High / 6M Low: 1.640 0.280
High (YTD): 2/16/2024 1.640
Low (YTD): 5/9/2024 0.280
52W High: 7/26/2023 1.880
52W Low: 5/9/2024 0.280
Avg. price 1W:   0.962
Avg. volume 1W:   0.000
Avg. price 1M:   0.933
Avg. volume 1M:   0.000
Avg. price 6M:   0.846
Avg. volume 6M:   0.000
Avg. price 1Y:   1.004
Avg. volume 1Y:   0.000
Volatility 1M:   242.82%
Volatility 6M:   218.19%
Volatility 1Y:   169.87%
Volatility 3Y:   -