UBS Call 163.98 AIR 20.12.2024
/ CH1322934220
UBS Call 163.98 AIR 20.12.2024/ CH1322934220 /
| 11/11/2024 09:20:40 |
Chg.+0.025 |
Bid11:08:01 |
Ask11:08:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.066EUR |
+60.98% |
0.064
Bid Size: 20,000 |
-
Ask Size: - |
AIRBUS |
163.9802 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UM2DMG |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AIRBUS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
163.98 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
08/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
9.94:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
349.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
-2.18 |
| Time value: |
0.04 |
| Break-even: |
164.39 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
2.86 |
| Spread abs.: |
0.01 |
| Spread %: |
17.14% |
| Delta: |
0.07 |
| Theta: |
-0.02 |
| Omega: |
25.29 |
| Rho: |
0.01 |
Quote data
| Open: |
0.066 |
| High: |
0.066 |
| Low: |
0.066 |
| Previous Close: |
0.041 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.48% |
| 1 Month |
|
|
+73.68% |
| 3 Months |
|
|
-55.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.068 |
0.041 |
| 1M High / 1M Low: |
0.118 |
0.038 |
| 6M High / 6M Low: |
1.330 |
0.020 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.049 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.062 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.299 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
521.59% |
| Volatility 6M: |
|
354.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
