UBS Call 150 GE 20.09.2024
/ CH1326149551
UBS Call 150 GE 20.09.2024/ CH1326149551 /
| 3/28/2024 7:26:57 PM |
Chg.-0.350 |
Bid8:55:55 PM |
Ask8:55:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.010EUR |
-10.42% |
-
Bid Size: - |
-
Ask Size: - |
GE Aerospace |
150.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
UM15H6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
GE Aerospace |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
2/19/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.00 |
| Intrinsic value: |
1.97 |
| Implied volatility: |
1.41 |
| Historic volatility: |
0.24 |
| Parity: |
1.97 |
| Time value: |
1.17 |
| Break-even: |
166.24 |
| Moneyness: |
1.15 |
| Premium: |
0.08 |
| Premium p.a.: |
2.37 |
| Spread abs.: |
0.02 |
| Spread %: |
0.64% |
| Delta: |
0.72 |
| Theta: |
-0.42 |
| Omega: |
3.52 |
| Rho: |
0.05 |
Quote data
| Open: |
3.410 |
| High: |
3.440 |
| Low: |
2.990 |
| Previous Close: |
3.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
3.360 |
1.560 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
2.470 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
113.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
