UBS Call 140 ERT 20.09.2024
/ CH1272022554
UBS Call 140 ERT 20.09.2024/ CH1272022554 /
2024-08-30 1:45:16 PM |
Chg.-0.120 |
Bid2:08:40 PM |
Ask2:08:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.970EUR |
-11.01% |
0.970 Bid Size: 5,000 |
1.070 Ask Size: 5,000 |
EL. ARTS INC. D... |
140.00 - |
2024-09-20 |
Call |
Master data
WKN: |
UL6EQV |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
EL. ARTS INC. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-06-15 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.92 |
Historic volatility: |
0.15 |
Parity: |
-0.44 |
Time value: |
1.02 |
Break-even: |
150.20 |
Moneyness: |
0.97 |
Premium: |
0.11 |
Premium p.a.: |
4.91 |
Spread abs.: |
0.02 |
Spread %: |
2.00% |
Delta: |
0.49 |
Theta: |
-0.29 |
Omega: |
6.52 |
Rho: |
0.03 |
Quote data
Open: |
1.020 |
High: |
1.020 |
Low: |
0.970 |
Previous Close: |
1.090 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+38.57% |
1 Month |
|
|
-17.09% |
3 Months |
|
|
+203.13% |
YTD |
|
|
-10.19% |
1 Year |
|
|
+31.08% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.090 |
0.700 |
1M High / 1M Low: |
1.170 |
0.700 |
6M High / 6M Low: |
1.170 |
0.203 |
High (YTD): |
2024-02-16 |
1.380 |
Low (YTD): |
2024-05-20 |
0.203 |
52W High: |
2023-12-13 |
1.470 |
52W Low: |
2024-05-20 |
0.203 |
Avg. price 1W: |
|
0.912 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.885 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.625 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.823 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
179.18% |
Volatility 6M: |
|
246.04% |
Volatility 1Y: |
|
190.34% |
Volatility 3Y: |
|
- |