UBS Call 15.25 ABR 16.01.2026
/ CH1319890708
UBS Call 15.25 ABR 16.01.2026/ CH1319890708 /
| 2024-09-27 10:24:29 AM |
Chg.-0.020 |
Bid2024-09-27 |
Ask2024-09-27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-3.17% |
0.610
Bid Size: 5,000 |
0.630
Ask Size: 5,000 |
BARRICK GOLD CORP. |
15.25 - |
2026-01-16 |
Call |
Master data
| WKN: |
UM19G8 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BARRICK GOLD CORP. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.25 - |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.29 |
| Parity: |
0.35 |
| Time value: |
0.28 |
| Break-even: |
21.55 |
| Moneyness: |
1.23 |
| Premium: |
0.15 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.61% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
2.28 |
| Rho: |
0.11 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.600 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.93% |
| 1 Month |
|
|
+5.17% |
| 3 Months |
|
|
+79.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.560 |
| 1M High / 1M Low: |
0.630 |
0.460 |
| 6M High / 6M Low: |
0.630 |
0.290 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.586 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.559 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.426 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.99% |
| Volatility 6M: |
|
117.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
