UBS Call 140 ERT 20.09.2024
/ CH1272022554
UBS Call 140 ERT 20.09.2024/ CH1272022554 /
2024-07-26 9:23:36 AM |
Chg.+0.030 |
Bid11:18:07 AM |
Ask11:18:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
+4.48% |
0.710 Bid Size: 5,000 |
0.810 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: |
18.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.17 |
Parity: |
-0.93 |
Time value: |
0.72 |
Break-even: |
147.20 |
Moneyness: |
0.93 |
Premium: |
0.13 |
Premium p.a.: |
1.17 |
Spread abs.: |
0.02 |
Spread %: |
2.86% |
Delta: |
0.42 |
Theta: |
-0.10 |
Omega: |
7.57 |
Rho: |
0.07 |
Quote data
Open: |
0.700 |
High: |
0.700 |
Low: |
0.700 |
Previous Close: |
0.670 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-27.08% |
1 Month |
|
|
-2.78% |
3 Months |
|
|
+89.19% |
YTD |
|
|
-35.19% |
1 Year |
|
|
-58.08% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.960 |
0.630 |
1M High / 1M Low: |
1.030 |
0.420 |
6M High / 6M Low: |
1.390 |
0.187 |
High (YTD): |
2024-02-16 |
1.390 |
Low (YTD): |
2024-05-09 |
0.187 |
52W High: |
2023-07-26 |
1.670 |
52W Low: |
2024-05-09 |
0.187 |
Avg. price 1W: |
|
0.752 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.701 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.660 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.824 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
245.21% |
Volatility 6M: |
|
238.15% |
Volatility 1Y: |
|
184.75% |
Volatility 3Y: |
|
- |