UBS Call 142 PRG 20.09.2024
/ CH1272032447
UBS Call 142 PRG 20.09.2024/ CH1272032447 /
| 16/08/2024 15:08:26 |
Chg.+0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.420EUR |
+1.26% |
-
Bid Size: - |
-
Ask Size: - |
PROCTER GAMBLE |
142.00 - |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
15/06/2023 |
| Last trading day: |
20/08/2024 |
| 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: |
2.380 |
| Previous Close: |
2.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-10.04% |
| 3 Months |
|
|
-3.20% |
| YTD |
|
|
+116.07% |
| 1 Year |
|
|
+21.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.530 |
2.350 |
| 6M High / 6M Low: |
2.720 |
1.640 |
| High (YTD): |
08/08/2024 |
2.720 |
| Low (YTD): |
05/01/2024 |
1.270 |
| 52W High: |
08/08/2024 |
2.720 |
| 52W Low: |
20/12/2023 |
1.100 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.414 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.278 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.953 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
76.82% |
| Volatility 6M: |
|
94.43% |
| Volatility 1Y: |
|
96.85% |
| Volatility 3Y: |
|
- |
