UBS Call 142 PRG 20.09.2024
/ CH1272032447
UBS Call 142 PRG 20.09.2024/ CH1272032447 /
| 8/16/2024 8:04:57 AM |
Chg.-0.080 |
Bid3:08:26 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.440EUR |
-3.17% |
-
Bid Size: - |
-
Ask Size: - |
PROCTER GAMBLE |
142.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
UL6BK9 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
PROCTER GAMBLE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
142.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
6/15/2023 |
| Last trading day: |
8/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.77 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
1.39 |
| Historic volatility: |
0.13 |
| Parity: |
1.75 |
| Time value: |
0.69 |
| Break-even: |
166.40 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
3.65 |
| Spread abs.: |
0.02 |
| Spread %: |
0.83% |
| Delta: |
0.73 |
| Theta: |
-0.61 |
| Omega: |
4.80 |
| Rho: |
0.03 |
Quote data
| Open: |
2.440 |
| High: |
2.440 |
| Low: |
2.440 |
| Previous Close: |
2.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-10.62% |
| 3 Months |
|
|
-2.01% |
| YTD |
|
|
+117.86% |
| 1 Year |
|
|
+24.49% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.520 |
2.330 |
| 6M High / 6M Low: |
2.730 |
1.610 |
| High (YTD): |
8/9/2024 |
2.730 |
| Low (YTD): |
1/22/2024 |
1.240 |
| 52W High: |
8/9/2024 |
2.730 |
| 52W Low: |
12/15/2023 |
1.050 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.398 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.277 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.950 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
78.38% |
| Volatility 6M: |
|
88.12% |
| Volatility 1Y: |
|
98.05% |
| Volatility 3Y: |
|
- |
