OverviewChartNewsTraderScreen

UBS Call 146 ERT 20.09.2024/  CH1272022596  /

EUWAX
2024-07-05  9:22:02 AM Chg.0.000 Bid12:22:03 PM Ask12:22:03 PM Underlying Strike price Expiration date Option type
0.280EUR 0.00% 0.270
Bid Size: 6,250		 0.320
Ask Size: 6,250		 EL. ARTS INC. D... 146.00 - 2024-09-20 Call
 

Master data

WKN: UL6FTY
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: EL. ARTS INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 146.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 37.73
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.17
Parity: -1.77
Time value: 0.34
Break-even: 149.40
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 1.06
Spread abs.: 0.10
Spread %: 42.86%
Delta: 0.27
Theta: -0.05
Omega: 10.21
Rho: 0.07
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -12.50%
3 Months
  -12.50%
YTD
  -65.85%
1 Year
  -72.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.208
1M High / 1M Low: 0.430 0.208
6M High / 6M Low: 1.060 0.087
High (YTD): 2024-02-16 1.060
Low (YTD): 2024-05-15 0.087
52W High: 2023-07-17 1.450
52W Low: 2024-05-15 0.087
Avg. price 1W:   0.292
Avg. volume 1W:   0.000
Avg. price 1M:   0.317
Avg. volume 1M:   0.000
Avg. price 6M:   0.480
Avg. volume 6M:   263.619
Avg. price 1Y:   0.648
Avg. volume 1Y:   130.259
Volatility 1M:   232.08%
Volatility 6M:   290.76%
Volatility 1Y:   222.73%
Volatility 3Y:   -