UBS Call 145 BIDU 20.09.2024
/ DE000UL8KWC2
UBS Call 145 BIDU 20.09.2024/ DE000UL8KWC2 /
05/08/2024 12:11:28 |
Chg.-0.033 |
Bid05/08/2024 |
Ask05/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.044EUR |
-42.86% |
0.044 Bid Size: 20,000 |
0.114 Ask Size: 20,000 |
Baidu Inc |
145.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
UL8KWC |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Baidu Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
145.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
05/09/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
89.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.97 |
Historic volatility: |
0.33 |
Parity: |
-5.55 |
Time value: |
0.09 |
Break-even: |
133.76 |
Moneyness: |
0.58 |
Premium: |
0.73 |
Premium p.a.: |
75.51 |
Spread abs.: |
0.01 |
Spread %: |
12.99% |
Delta: |
0.08 |
Theta: |
-0.04 |
Omega: |
7.30 |
Rho: |
0.01 |
Quote data
Open: |
0.044 |
High: |
0.044 |
Low: |
0.044 |
Previous Close: |
0.077 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-46.34% |
1 Month |
|
|
-54.17% |
3 Months |
|
|
-77.78% |
YTD |
|
|
-84.29% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.082 |
0.077 |
1M High / 1M Low: |
0.109 |
0.077 |
6M High / 6M Low: |
0.237 |
0.077 |
High (YTD): |
08/01/2024 |
0.290 |
Low (YTD): |
02/08/2024 |
0.077 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.080 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.088 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.143 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
95.95% |
Volatility 6M: |
|
127.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |