UBS Call 158 GE 20.12.2024
/ CH1326149734
UBS Call 158 GE 20.12.2024/ CH1326149734 /
| 2024-03-28 8:56:38 PM |
Chg.-0.310 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.950EUR |
-9.51% |
-
Bid Size: - |
-
Ask Size: - |
GE Aerospace |
158.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
UM15GR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
GE Aerospace |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
158.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.56 |
| Intrinsic value: |
2.49 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.27 |
| Parity: |
2.49 |
| Time value: |
0.48 |
| Break-even: |
177.87 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
0.68% |
| Delta: |
0.81 |
| Theta: |
-0.14 |
| Omega: |
4.70 |
| Rho: |
0.11 |
Quote data
| Open: |
3.150 |
| High: |
3.260 |
| Low: |
2.800 |
| Previous Close: |
3.260 |
| Turnover: |
- |
| Market phase: |
- |
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: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
