UBS Call 17.75 ABR 20.09.2024
/ CH1272030383
UBS Call 17.75 ABR 20.09.2024/ CH1272030383 /
| 9/17/2024 9:54:11 PM |
Chg.-0.008 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.239EUR |
-3.24% |
-
Bid Size: - |
-
Ask Size: - |
BARRICK GOLD CORP. |
17.75 - |
9/20/2024 |
Call |
Master data
| WKN: |
UL6GHY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BARRICK GOLD CORP. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.75 - |
| Maturity: |
9/20/2024 |
| Issue date: |
6/15/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
3.12 |
| Historic volatility: |
0.30 |
| Parity: |
0.07 |
| Time value: |
0.17 |
| Break-even: |
20.15 |
| Moneyness: |
1.04 |
| Premium: |
0.09 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
-0.01 |
| Spread %: |
-2.83% |
| Delta: |
0.61 |
| Theta: |
-0.33 |
| Omega: |
4.68 |
| Rho: |
0.00 |
Quote data
| Open: |
0.242 |
| High: |
0.250 |
| Low: |
0.219 |
| Previous Close: |
0.247 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.73% |
| 1 Month |
|
|
+24.48% |
| 3 Months |
|
|
+939.13% |
| YTD |
|
|
+14.35% |
| 1 Year |
|
|
+27.81% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.164 |
| 1M High / 1M Low: |
0.280 |
0.100 |
| 6M High / 6M Low: |
0.280 |
0.023 |
| High (YTD): |
9/13/2024 |
0.280 |
| Low (YTD): |
6/17/2024 |
0.023 |
| 52W High: |
9/13/2024 |
0.280 |
| 52W Low: |
6/17/2024 |
0.023 |
| Avg. price 1W: |
|
0.222 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.208 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.113 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.120 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
282.97% |
| Volatility 6M: |
|
623.59% |
| Volatility 1Y: |
|
459.97% |
| Volatility 3Y: |
|
- |
