OverviewChartNewsTraderScreen

UBS Call 144 ERT 20.09.2024/  CH1272022570  /

EUWAX
2024-07-26  9:23:36 AM Chg.+0.030 Bid9:28:39 AM Ask9:28:39 AM Underlying Strike price Expiration date Option type
0.500EUR +6.38% 0.510
Bid Size: 2,500		 0.610
Ask Size: 2,500		 EL. ARTS INC. D... 144.00 - 2024-09-20 Call
 

Master data

WKN: UL6ER7
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: EL. ARTS INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 144.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.66
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.17
Parity: -1.33
Time value: 0.53
Break-even: 149.30
Moneyness: 0.91
Premium: 0.14
Premium p.a.: 1.38
Spread abs.: 0.02
Spread %: 3.92%
Delta: 0.35
Theta: -0.09
Omega: 8.63
Rho: 0.06
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.51%
1 Month
  -3.85%
3 Months  
+85.19%
YTD
  -44.44%
1 Year
  -66.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.430
1M High / 1M Low: 0.780 0.270
6M High / 6M Low: 1.170 0.114
High (YTD): 2024-02-16 1.170
Low (YTD): 2024-05-15 0.114
52W High: 2023-07-26 1.480
52W Low: 2024-05-15 0.114
Avg. price 1W:   0.516
Avg. volume 1W:   0.000
Avg. price 1M:   0.495
Avg. volume 1M:   0.000
Avg. price 6M:   0.502
Avg. volume 6M:   0.000
Avg. price 1Y:   0.667
Avg. volume 1Y:   0.000
Volatility 1M:   317.96%
Volatility 6M:   288.97%
Volatility 1Y:   219.05%
Volatility 3Y:   -