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UBS Call 16.25 ABR 20.09.2024/  CH1272030326  /

EUWAX
8/15/2024  9:27:40 AM Chg.+0.010 Bid3:00:10 PM Ask3:00:10 PM Underlying Strike price Expiration date Option type
0.260EUR +4.00% 0.260
Bid Size: 5,000		 0.280
Ask Size: 5,000		 BARRICK GOLD CORP. 16.25 - 9/20/2024 Call
 

Master data

WKN: UL6L6F
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BARRICK GOLD CORP.
Type: Warrant
Option type: Call
Strike price: 16.25 -
Maturity: 9/20/2024
Issue date: 6/15/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.21
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.11
Implied volatility: 1.02
Historic volatility: 0.29
Parity: 0.11
Time value: 0.17
Break-even: 19.05
Moneyness: 1.07
Premium: 0.09
Premium p.a.: 1.51
Spread abs.: 0.01
Spread %: 3.70%
Delta: 0.65
Theta: -0.03
Omega: 4.04
Rho: 0.01
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+182.61%
1 Month  
+18.18%
3 Months  
+64.56%
YTD
  -10.34%
1 Year  
+13.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.092
1M High / 1M Low: 0.290 0.092
6M High / 6M Low: 0.290 0.068
High (YTD): 7/17/2024 0.290
Low (YTD): 2/14/2024 0.065
52W High: 12/27/2023 0.320
52W Low: 2/14/2024 0.065
Avg. price 1W:   0.165
Avg. volume 1W:   0.000
Avg. price 1M:   0.190
Avg. volume 1M:   0.000
Avg. price 6M:   0.148
Avg. volume 6M:   0.000
Avg. price 1Y:   0.176
Avg. volume 1Y:   0.000
Volatility 1M:   392.47%
Volatility 6M:   292.74%
Volatility 1Y:   232.32%
Volatility 3Y:   -