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UBS Call 142 ERT 20.09.2024/  CH1272022562  /

EUWAX
2024-07-26  9:23:36 AM Chg.+0.030 Bid9:27:45 AM Ask9:27:45 AM Underlying Strike price Expiration date Option type
0.590EUR +5.36% 0.600
Bid Size: 2,500		 0.700
Ask Size: 2,500		 EL. ARTS INC. D... 142.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.08
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.17
Parity: -1.13
Time value: 0.62
Break-even: 148.20
Moneyness: 0.92
Premium: 0.13
Premium p.a.: 1.27
Spread abs.: 0.02
Spread %: 3.33%
Delta: 0.38
Theta: -0.09
Omega: 8.09
Rho: 0.07
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.560
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.76%
1 Month
  -3.28%
3 Months  
+84.38%
YTD
  -40.40%
1 Year
  -62.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.530
1M High / 1M Low: 0.900 0.340
6M High / 6M Low: 1.280 0.148
High (YTD): 2024-02-16 1.280
Low (YTD): 2024-05-15 0.148
52W High: 2023-07-28 1.570
52W Low: 2024-05-15 0.148
Avg. price 1W:   0.642
Avg. volume 1W:   0.000
Avg. price 1M:   0.596
Avg. volume 1M:   0.000
Avg. price 6M:   0.578
Avg. volume 6M:   0.000
Avg. price 1Y:   0.743
Avg. volume 1Y:   0.000
Volatility 1M:   266.33%
Volatility 6M:   262.60%
Volatility 1Y:   201.34%
Volatility 3Y:   -