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UBS Call 16.5 ABR 20.09.2024/  CH1272030334  /

UBS Investment Bank
15/08/2024  15:16:11 Chg.-0.008 Bid15:16:11 Ask15:16:11 Underlying Strike price Expiration date Option type
0.242EUR -3.20% 0.242
Bid Size: 5,000		 0.260
Ask Size: 5,000		 BARRICK GOLD CORP. 16.50 - 20/09/2024 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: 20/09/2024
Issue date: 15/06/2023
Last trading day: 19/09/2024
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: 0.236
High: 0.260
Low: 0.233
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+175.00%
1 Month  
+15.24%
3 Months  
+39.08%
YTD
  -10.37%
1 Year  
+12.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.248 0.088
1M High / 1M Low: 0.280 0.078
6M High / 6M Low: 0.280 0.062
High (YTD): 16/07/2024 0.280
Low (YTD): 13/06/2024 0.062
52W High: 27/12/2023 0.300
52W Low: 13/06/2024 0.062
Avg. price 1W:   0.167
Avg. volume 1W:   0.000
Avg. price 1M:   0.180
Avg. volume 1M:   0.000
Avg. price 6M:   0.141
Avg. volume 6M:   0.000
Avg. price 1Y:   0.166
Avg. volume 1Y:   0.000
Volatility 1M:   568.18%
Volatility 6M:   341.97%
Volatility 1Y:   261.18%
Volatility 3Y:   -