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UBS Call 142 ERT 20.09.2024/  CH1272022562  /

Frankfurt Zert./UBS
8/30/2024  7:27:05 PM Chg.-0.040 Bid9:55:42 PM Ask9:55:42 PM Underlying Strike price Expiration date Option type
0.870EUR -4.40% -
Bid Size: -		 -
Ask Size: -		 EL. ARTS INC. D... 142.00 - 9/20/2024 Call
 

Master data

WKN: UL6MHL
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: EL. ARTS INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 142.00 -
Maturity: 9/20/2024
Issue date: 6/15/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.02
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.91
Historic volatility: 0.15
Parity: -0.46
Time value: 0.98
Break-even: 151.80
Moneyness: 0.97
Premium: 0.10
Premium p.a.: 5.14
Spread abs.: 0.02
Spread %: 2.08%
Delta: 0.48
Theta: -0.30
Omega: 6.80
Rho: 0.03
 

Quote data

Open: 0.860
High: 0.870
Low: 0.810
Previous Close: 0.910
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+55.36%
1 Month
  -15.53%
3 Months  
+255.10%
YTD
  -12.12%
1 Year  
+35.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.750
1M High / 1M Low: 0.910 0.560
6M High / 6M Low: 1.050 0.162
High (YTD): 2/22/2024 1.260
Low (YTD): 5/14/2024 0.162
52W High: 12/13/2023 1.360
52W Low: 5/14/2024 0.162
Avg. price 1W:   0.812
Avg. volume 1W:   0.000
Avg. price 1M:   0.733
Avg. volume 1M:   0.000
Avg. price 6M:   0.532
Avg. volume 6M:   0.000
Avg. price 1Y:   0.735
Avg. volume 1Y:   0.000
Volatility 1M:   197.58%
Volatility 6M:   253.93%
Volatility 1Y:   196.74%
Volatility 3Y:   -