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UBS Call 155 DB1 20.12.2024/  CH1285193855  /

UBS Investment Bank
2024-11-12  8:58:22 PM Chg.-0.420 Bid8:58:22 PM Ask8:58:22 PM Underlying Strike price Expiration date Option type
5.530EUR -7.06% 5.530
Bid Size: 2,000		 5.560
Ask Size: 2,000		 DEUTSCHE BOERSE NA O... 155.00 EUR 2024-12-20 Call
 

Master data

WKN: UL8BBS
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 155.00 EUR
Maturity: 2024-12-20
Issue date: 2023-09-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.58
Leverage: Yes

Calculated values

Fair value: 5.96
Intrinsic value: 5.91
Implied volatility: 0.49
Historic volatility: 0.15
Parity: 5.91
Time value: 0.07
Break-even: 214.80
Moneyness: 1.38
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.03
Spread %: 0.50%
Delta: 0.98
Theta: -0.03
Omega: 3.52
Rho: 0.16
 

Quote data

Open: 5.810
High: 5.910
Low: 5.450
Previous Close: 5.950
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.91%
1 Month
  -5.63%
3 Months  
+67.07%
YTD  
+47.86%
1 Year  
+140.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.350 5.810
1M High / 1M Low: 6.420 5.810
6M High / 6M Low: 6.420 2.860
High (YTD): 2024-10-28 6.420
Low (YTD): 2024-08-06 2.860
52W High: 2024-10-28 6.420
52W Low: 2023-11-15 2.270
Avg. price 1W:   5.986
Avg. volume 1W:   0.000
Avg. price 1M:   6.143
Avg. volume 1M:   0.000
Avg. price 6M:   4.527
Avg. volume 6M:   0.000
Avg. price 1Y:   4.026
Avg. volume 1Y:   0.000
Volatility 1M:   48.23%
Volatility 6M:   71.23%
Volatility 1Y:   67.80%
Volatility 3Y:   -