UBS Call 17.5 ABR 20.09.2024/  CH1272030375  /

Frankfurt Zert./UBS
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:   -