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UBS Call 145 ERT 20.09.2024/  CH1272022588  /

EUWAX
2024-07-26  9:23:36 AM Chg.+0.030 Bid11:33:41 AM Ask11:33:41 AM Underlying Strike price Expiration date Option type
0.460EUR +6.98% 0.460
Bid Size: 5,000		 0.560
Ask Size: 5,000		 EL. ARTS INC. D... 145.00 - 2024-09-20 Call
 

Master data

WKN: UL6CKP
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: EL. ARTS INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.67
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.17
Parity: -1.43
Time value: 0.49
Break-even: 149.90
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 1.45
Spread abs.: 0.02
Spread %: 4.26%
Delta: 0.33
Theta: -0.08
Omega: 8.89
Rho: 0.06
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.34%
1 Month
  -2.13%
3 Months  
+87.76%
YTD
  -46.51%
1 Year
  -67.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.380
1M High / 1M Low: 0.720 0.235
6M High / 6M Low: 1.110 0.100
High (YTD): 2024-02-16 1.110
Low (YTD): 2024-05-15 0.100
52W High: 2023-07-26 1.430
52W Low: 2024-05-15 0.100
Avg. price 1W:   0.470
Avg. volume 1W:   0.000
Avg. price 1M:   0.452
Avg. volume 1M:   0.000
Avg. price 6M:   0.468
Avg. volume 6M:   132.429
Avg. price 1Y:   0.632
Avg. volume 1Y:   65.435
Volatility 1M:   342.68%
Volatility 6M:   300.43%
Volatility 1Y:   227.41%
Volatility 3Y:   -