OverviewChartNewsTraderScreen

UBS Call 142 ERT 20.09.2024/  CH1272022562  /

EUWAX
05/07/2024  09:22:02 Chg.0.000 Bid16:08:26 Ask16:08:26 Underlying Strike price Expiration date Option type
0.420EUR 0.00% 0.400
Bid Size: 25,000		 0.460
Ask Size: 25,000		 EL. ARTS INC. D... 142.00 - 20/09/2024 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: 20/09/2024
Issue date: 15/06/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.72
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.17
Parity: -1.37
Time value: 0.48
Break-even: 146.80
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.90
Spread abs.: 0.10
Spread %: 26.32%
Delta: 0.34
Theta: -0.06
Omega: 9.02
Rho: 0.08
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.420
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.23%
1 Month
  -8.70%
3 Months     0.00%
YTD
  -57.58%
1 Year
  -64.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.340
1M High / 1M Low: 0.610 0.340
6M High / 6M Low: 1.280 0.148
High (YTD): 16/02/2024 1.280
Low (YTD): 15/05/2024 0.148
52W High: 17/07/2023 1.640
52W Low: 15/05/2024 0.148
Avg. price 1W:   0.444
Avg. volume 1W:   0.000
Avg. price 1M:   0.462
Avg. volume 1M:   0.000
Avg. price 6M:   0.620
Avg. volume 6M:   0.000
Avg. price 1Y:   0.791
Avg. volume 1Y:   0.000
Volatility 1M:   197.08%
Volatility 6M:   249.68%
Volatility 1Y:   194.65%
Volatility 3Y:   -