UBS Call 145 ERT 20.09.2024
/ CH1272022588
UBS Call 145 ERT 20.09.2024/ CH1272022588 /
2024-07-26 9:23:36 AM |
Chg.+0.030 |
Bid9:32:24 AM |
Ask9:32:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
+6.98% |
0.470 Bid Size: 2,500 |
0.570 Ask Size: 2,500 |
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: |
|
- |