UBS Call 16.5 ABR 16.01.2026
/ CH1319890757
UBS Call 16.5 ABR 16.01.2026/ CH1319890757 /
| 2024-09-27 10:17:09 AM |
Chg.-0.020 |
Bid2024-09-27 |
Ask2024-09-27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-3.64% |
0.530
Bid Size: 5,000 |
0.550
Ask Size: 5,000 |
BARRICK GOLD CORP. |
16.50 - |
2026-01-16 |
Call |
Master data
| WKN: |
UM19FX |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BARRICK GOLD CORP. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.50 - |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.29 |
| Parity: |
0.23 |
| Time value: |
0.32 |
| Break-even: |
22.00 |
| Moneyness: |
1.14 |
| Premium: |
0.17 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.85% |
| Delta: |
0.72 |
| Theta: |
0.00 |
| Omega: |
2.47 |
| Rho: |
0.11 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.16% |
| 1 Month |
|
|
+3.92% |
| 3 Months |
|
|
+89.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.490 |
| 1M High / 1M Low: |
0.550 |
0.400 |
| 6M High / 6M Low: |
0.550 |
0.241 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.510 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.485 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.364 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.77% |
| Volatility 6M: |
|
129.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
