UBS Call 17.75 GOLD 16.01.2026
/ DE000UM3U8Y3
UBS Call 17.75 GOLD 16.01.2026/ DE000UM3U8Y3 /
16/08/2024 19:48:00 |
Chg.+0.070 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
+20.59% |
- Bid Size: - |
- Ask Size: - |
Barrick Gold Corpora... |
17.75 USD |
16/01/2026 |
Call |
Master data
WKN: |
UM3U8Y |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Barrick Gold Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
17.75 USD |
Maturity: |
16/01/2026 |
Issue date: |
02/04/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.18 |
Implied volatility: |
0.35 |
Historic volatility: |
0.29 |
Parity: |
0.18 |
Time value: |
0.24 |
Break-even: |
20.30 |
Moneyness: |
1.11 |
Premium: |
0.14 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
2.44% |
Delta: |
0.72 |
Theta: |
0.00 |
Omega: |
3.06 |
Rho: |
0.12 |
Quote data
Open: |
0.360 |
High: |
0.410 |
Low: |
0.350 |
Previous Close: |
0.340 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+66.67% |
1 Month |
|
|
+13.89% |
3 Months |
|
|
+41.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.410 |
0.340 |
1M High / 1M Low: |
0.410 |
0.228 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.378 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.318 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
230.88% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |