UBS Call 150 DB1 20.09.2024
/ CH1302941435
UBS Call 150 DB1 20.09.2024/ CH1302941435 /
2024-07-26 8:53:19 AM |
Chg.+0.06 |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.88EUR |
+1.57% |
- Bid Size: - |
- Ask Size: - |
DEUTSCHE BOERSE NA O... |
150.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
UL9G04 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
DEUTSCHE BOERSE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-02 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.98 |
Intrinsic value: |
3.90 |
Implied volatility: |
0.25 |
Historic volatility: |
0.15 |
Parity: |
3.90 |
Time value: |
0.09 |
Break-even: |
189.80 |
Moneyness: |
1.26 |
Premium: |
0.00 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.03 |
Spread %: |
0.76% |
Delta: |
0.99 |
Theta: |
-0.02 |
Omega: |
4.72 |
Rho: |
0.22 |
Quote data
Open: |
3.88 |
High: |
3.88 |
Low: |
3.88 |
Previous Close: |
3.82 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.48% |
1 Month |
|
|
-11.82% |
3 Months |
|
|
+18.29% |
YTD |
|
|
0.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.15 |
3.70 |
1M High / 1M Low: |
4.60 |
3.70 |
6M High / 6M Low: |
4.62 |
3.01 |
High (YTD): |
2024-02-28 |
4.62 |
Low (YTD): |
2024-05-30 |
3.01 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.89 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.08 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.89 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
73.51% |
Volatility 6M: |
|
81.66% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |