UBS Call 16 ABR 16.01.2026
/ CH1319890732
UBS Call 16 ABR 16.01.2026/ CH1319890732 /
| 2024-08-16 8:14:42 AM |
Chg.-0.010 |
Bid9:50:40 PM |
Ask9:50:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-2.17% |
-
Bid Size: - |
-
Ask Size: - |
BARRICK GOLD CORP. |
16.00 - |
2026-01-16 |
Call |
Master data
| WKN: |
UM2JSA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BARRICK GOLD CORP. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.29 |
| Parity: |
0.14 |
| Time value: |
0.35 |
| Break-even: |
20.90 |
| Moneyness: |
1.09 |
| Premium: |
0.20 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.06 |
| Spread %: |
13.95% |
| Delta: |
0.70 |
| Theta: |
0.00 |
| Omega: |
2.47 |
| Rho: |
0.10 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.63% |
| 1 Month |
|
|
-4.26% |
| 3 Months |
|
|
+32.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.320 |
| 1M High / 1M Low: |
0.470 |
0.300 |
| 6M High / 6M Low: |
0.470 |
0.182 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.428 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.396 |
| Avg. volume 1M: |
|
8.696 |
| Avg. price 6M: |
|
0.323 |
| Avg. volume 6M: |
|
9.524 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.39% |
| Volatility 6M: |
|
128.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
