UBS Call 145 PRG 20.09.2024
/ CH1272032462
UBS Call 145 PRG 20.09.2024/ CH1272032462 /
| 2024-08-02 9:56:50 PM |
Chg.+0.310 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.390EUR |
+14.90% |
-
Bid Size: - |
-
Ask Size: - |
PROCTER GAMBLE |
145.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL595D |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
PROCTER GAMBLE |
| 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: |
6.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.13 |
| Parity: |
1.09 |
| Time value: |
1.14 |
| Break-even: |
167.30 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
-0.15 |
| Spread %: |
-6.30% |
| Delta: |
0.66 |
| Theta: |
-0.17 |
| Omega: |
4.64 |
| Rho: |
0.11 |
Quote data
| Open: |
1.950 |
| High: |
2.390 |
| Low: |
1.890 |
| Previous Close: |
2.080 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.58% |
| 1 Month |
|
|
+29.89% |
| 3 Months |
|
|
+14.35% |
| YTD |
|
|
+151.58% |
| 1 Year |
|
|
+21.32% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.440 |
1.640 |
| 1M High / 1M Low: |
2.440 |
1.640 |
| 6M High / 6M Low: |
2.440 |
1.420 |
| High (YTD): |
2024-07-29 |
2.440 |
| Low (YTD): |
2024-01-05 |
1.100 |
| 52W High: |
2024-07-29 |
2.440 |
| 52W Low: |
2023-12-29 |
0.950 |
| Avg. price 1W: |
|
2.046 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.105 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.962 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.732 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
174.23% |
| Volatility 6M: |
|
97.36% |
| Volatility 1Y: |
|
101.74% |
| Volatility 3Y: |
|
- |
