UBS Call 16.5 ABR 16.01.2026
/ CH1319890757
UBS Call 16.5 ABR 16.01.2026/ CH1319890757 /
| 2024-10-18 9:45:05 PM |
Chg.+0.040 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+8.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.30 |
| Parity: |
0.27 |
| Time value: |
0.28 |
| Break-even: |
22.00 |
| Moneyness: |
1.17 |
| Premium: |
0.14 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.85% |
| Delta: |
0.74 |
| Theta: |
0.00 |
| Omega: |
2.58 |
| Rho: |
0.11 |
Quote data
| Open: |
0.500 |
| High: |
0.560 |
| Low: |
0.500 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.89% |
| 1 Month |
|
|
+8.00% |
| 3 Months |
|
|
+35.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.470 |
| 1M High / 1M Low: |
0.540 |
0.420 |
| 6M High / 6M Low: |
0.540 |
0.244 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.484 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.380 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.81% |
| Volatility 6M: |
|
137.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
