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UBS Call 16.5 ABR 20.09.2024/  CH1272030334  /

EUWAX
8/15/2024  9:27:40 AM Chg.+0.008 Bid2:49:11 PM Ask2:49:11 PM Underlying Strike price Expiration date Option type
0.238EUR +3.48% 0.250
Bid Size: 5,000		 0.270
Ask Size: 5,000		 BARRICK GOLD CORP. 16.50 - 9/20/2024 Call
 

Master data

WKN: UL6FEV
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BARRICK GOLD CORP.
Type: Warrant
Option type: Call
Strike price: 16.50 -
Maturity: 9/20/2024
Issue date: 6/15/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.69
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.09
Implied volatility: 0.99
Historic volatility: 0.29
Parity: 0.09
Time value: 0.17
Break-even: 19.10
Moneyness: 1.05
Premium: 0.10
Premium p.a.: 1.57
Spread abs.: 0.01
Spread %: 4.84%
Delta: 0.63
Theta: -0.03
Omega: 4.23
Rho: 0.01
 

Quote data

Open: 0.238
High: 0.238
Low: 0.238
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+209.09%
1 Month  
+17.82%
3 Months  
+65.28%
YTD
  -11.85%
1 Year  
+8.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.077
1M High / 1M Low: 0.270 0.077
6M High / 6M Low: 0.270 0.061
High (YTD): 7/17/2024 0.270
Low (YTD): 2/14/2024 0.060
52W High: 12/27/2023 0.310
52W Low: 2/14/2024 0.060
Avg. price 1W:   0.147
Avg. volume 1W:   0.000
Avg. price 1M:   0.172
Avg. volume 1M:   0.000
Avg. price 6M:   0.135
Avg. volume 6M:   0.000
Avg. price 1Y:   0.164
Avg. volume 1Y:   0.000
Volatility 1M:   425.29%
Volatility 6M:   315.92%
Volatility 1Y:   246.89%
Volatility 3Y:   -