UBS Call 16.25 ABR 16.01.2026
/ CH1319890740
UBS Call 16.25 ABR 16.01.2026/ CH1319890740 /
18/10/2024 19:35:15 |
Chg.+0.040 |
Bid21:50:52 |
Ask21:50:52 |
Underlying |
Strike price |
Expiration date |
Option type |
0.560EUR |
+7.69% |
- Bid Size: - |
- Ask Size: - |
BARRICK GOLD CORP. |
16.25 - |
16/01/2026 |
Call |
Master data
WKN: |
UM2LYG |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BARRICK GOLD CORP. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.25 - |
Maturity: |
16/01/2026 |
Issue date: |
02/02/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.46 |
Intrinsic value: |
0.30 |
Implied volatility: |
0.47 |
Historic volatility: |
0.30 |
Parity: |
0.30 |
Time value: |
0.27 |
Break-even: |
21.95 |
Moneyness: |
1.18 |
Premium: |
0.14 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
1.79% |
Delta: |
0.75 |
Theta: |
0.00 |
Omega: |
2.52 |
Rho: |
0.11 |
Quote data
Open: |
0.520 |
High: |
0.570 |
Low: |
0.510 |
Previous Close: |
0.520 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+14.29% |
1 Month |
|
|
+12.00% |
3 Months |
|
|
+40.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.560 |
0.480 |
1M High / 1M Low: |
0.570 |
0.430 |
6M High / 6M Low: |
0.570 |
0.250 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.508 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.497 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.391 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.02% |
Volatility 6M: |
|
127.20% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |