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UBS Call 138 ERT 20.09.2024/  CH1272022547  /

EUWAX
2024-07-26  9:23:36 AM Chg.+0.040 Bid11:18:07 AM Ask11:18:07 AM Underlying Strike price Expiration date Option type
0.820EUR +5.13% 0.830
Bid Size: 5,000		 0.930
Ask Size: 5,000		 EL. ARTS INC. D... 138.00 - 2024-09-20 Call
 

Master data

WKN: UL6F37
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: EL. ARTS INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 138.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.56
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.17
Parity: -0.73
Time value: 0.84
Break-even: 146.40
Moneyness: 0.95
Premium: 0.12
Premium p.a.: 1.10
Spread abs.: 0.02
Spread %: 2.44%
Delta: 0.45
Theta: -0.10
Omega: 7.02
Rho: 0.08
 

Quote data

Open: 0.820
High: 0.820
Low: 0.820
Previous Close: 0.780
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.45%
1 Month
  -1.20%
3 Months  
+90.70%
YTD
  -30.51%
1 Year
  -53.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.100 0.710
1M High / 1M Low: 1.160 0.510
6M High / 6M Low: 1.520 0.229
High (YTD): 2024-02-16 1.520
Low (YTD): 2024-05-09 0.229
52W High: 2023-07-28 1.770
52W Low: 2024-05-09 0.229
Avg. price 1W:   0.836
Avg. volume 1W:   0.000
Avg. price 1M:   0.808
Avg. volume 1M:   0.000
Avg. price 6M:   0.748
Avg. volume 6M:   0.000
Avg. price 1Y:   0.911
Avg. volume 1Y:   0.000
Volatility 1M:   261.89%
Volatility 6M:   230.31%
Volatility 1Y:   178.68%
Volatility 3Y:   -