UBS Call 155 DB1 20.12.2024
/ CH1285193855
UBS Call 155 DB1 20.12.2024/ CH1285193855 /
| 12/11/2024 21:36:11 |
Chg.-0.410 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.540EUR |
-6.89% |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BOERSE NA O... |
155.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
14/09/2023 |
| Last trading day: |
19/12/2024 |
| 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 |
|
|
-12.76% |
| 1 Month |
|
|
-5.46% |
| 3 Months |
|
|
+67.37% |
| YTD |
|
|
+48.13% |
| 1 Year |
|
|
+140.87% |
| 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): |
28/10/2024 |
6.420 |
| Low (YTD): |
06/08/2024 |
2.860 |
| 52W High: |
28/10/2024 |
6.420 |
| 52W Low: |
15/11/2023 |
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: |
|
- |
