UBS Call 16.25 ABR 16.01.2026
/ CH1319890740
UBS Call 16.25 ABR 16.01.2026/ CH1319890740 /
| 10/18/2024 7:35:15 PM |
Chg.+0.040 |
Bid9:50:52 PM |
Ask9:50:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+7.69% |
-
Bid Size: - |
-
Ask Size: - |
BARRICK GOLD CORP. |
16.25 - |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
2/2/2024 |
| Last trading day: |
1/15/2026 |
| 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: |
|
- |
