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: |
|
- |