UBS Call 17.5 ABR 20.09.2024
/ CH1272030375
UBS Call 17.5 ABR 20.09.2024/ CH1272030375 /
8/15/2024 8:34:30 AM |
Chg.-0.004 |
Bid3:10:42 PM |
Ask3:10:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.158EUR |
-2.47% |
0.155 Bid Size: 5,000 |
0.175 Ask Size: 5,000 |
BARRICK GOLD CORP. |
17.50 - |
9/20/2024 |
Call |
Master data
WKN: |
UL6EC4 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BARRICK GOLD CORP. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
17.50 - |
Maturity: |
9/20/2024 |
Issue date: |
6/15/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.83 |
Historic volatility: |
0.29 |
Parity: |
-0.01 |
Time value: |
0.18 |
Break-even: |
19.29 |
Moneyness: |
0.99 |
Premium: |
0.11 |
Premium p.a.: |
1.85 |
Spread abs.: |
0.01 |
Spread %: |
5.92% |
Delta: |
0.55 |
Theta: |
-0.03 |
Omega: |
5.33 |
Rho: |
0.01 |
Quote data
Open: |
0.158 |
High: |
0.158 |
Low: |
0.158 |
Previous Close: |
0.162 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+251.11% |
1 Month |
|
|
+8.22% |
3 Months |
|
|
+27.42% |
YTD |
|
|
-28.18% |
1 Year |
|
|
-12.22% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.179 |
0.045 |
1M High / 1M Low: |
0.195 |
0.039 |
6M High / 6M Low: |
0.195 |
0.027 |
High (YTD): |
1/2/2024 |
0.221 |
Low (YTD): |
7/2/2024 |
0.027 |
52W High: |
12/27/2023 |
0.250 |
52W Low: |
7/2/2024 |
0.027 |
Avg. price 1W: |
|
0.117 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.118 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.097 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.126 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
834.15% |
Volatility 6M: |
|
522.10% |
Volatility 1Y: |
|
385.77% |
Volatility 3Y: |
|
- |