UBS Call 146 PRG 20.09.2024
/ CH1272032470
UBS Call 146 PRG 20.09.2024/ CH1272032470 /
| 8/2/2024 7:37:31 PM |
Chg.+0.260 |
Bid9:56:55 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.140EUR |
+13.83% |
-
Bid Size: - |
-
Ask Size: - |
PROCTER GAMBLE |
146.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
UL6GZH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
PROCTER GAMBLE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
146.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
6/15/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.13 |
| Parity: |
0.99 |
| Time value: |
1.30 |
| Break-even: |
168.90 |
| Moneyness: |
1.07 |
| Premium: |
0.08 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.65 |
| Theta: |
-0.18 |
| Omega: |
4.43 |
| Rho: |
0.10 |
Quote data
| Open: |
1.840 |
| High: |
2.140 |
| Low: |
1.830 |
| Previous Close: |
1.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.73% |
| 1 Month |
|
|
+22.29% |
| 3 Months |
|
|
+8.63% |
| YTD |
|
|
+137.78% |
| 1 Year |
|
|
+8.08% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.350 |
1.570 |
| 1M High / 1M Low: |
2.350 |
1.570 |
| 6M High / 6M Low: |
2.350 |
1.320 |
| High (YTD): |
7/30/2024 |
2.350 |
| Low (YTD): |
1/22/2024 |
1.020 |
| 52W High: |
7/30/2024 |
2.350 |
| 52W Low: |
12/15/2023 |
0.850 |
| Avg. price 1W: |
|
2.042 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.043 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.879 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.655 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
166.82% |
| Volatility 6M: |
|
101.03% |
| Volatility 1Y: |
|
109.24% |
| Volatility 3Y: |
|
- |
