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UBS Call 17 ABR 20.09.2024/  CH1272030359  /

UBS Investment Bank
15/08/2024  15:13:30 Chg.-0.010 Bid15:13:30 Ask15:13:30 Underlying Strike price Expiration date Option type
0.198EUR -4.81% 0.198
Bid Size: 5,000		 0.218
Ask Size: 5,000		 BARRICK GOLD CORP. 17.00 - 20/09/2024 Call
 

Master data

WKN: UL6EBS
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BARRICK GOLD CORP.
Type: Warrant
Option type: Call
Strike price: 17.00 -
Maturity: 20/09/2024
Issue date: 15/06/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.98
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.04
Implied volatility: 0.91
Historic volatility: 0.29
Parity: 0.04
Time value: 0.18
Break-even: 19.18
Moneyness: 1.02
Premium: 0.10
Premium p.a.: 1.68
Spread abs.: 0.01
Spread %: 4.81%
Delta: 0.59
Theta: -0.03
Omega: 4.74
Rho: 0.01
 

Quote data

Open: 0.195
High: 0.220
Low: 0.192
Previous Close: 0.208
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+204.62%
1 Month  
+13.14%
3 Months  
+34.69%
YTD
  -19.51%
1 Year  
+1.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.208 0.065
1M High / 1M Low: 0.238 0.056
6M High / 6M Low: 0.238 0.044
High (YTD): 02/01/2024 0.240
Low (YTD): 17/06/2024 0.044
52W High: 27/12/2023 0.280
52W Low: 17/06/2024 0.044
Avg. price 1W:   0.149
Avg. volume 1W:   0.000
Avg. price 1M:   0.149
Avg. volume 1M:   0.000
Avg. price 6M:   0.118
Avg. volume 6M:   0.000
Avg. price 1Y:   0.145
Avg. volume 1Y:   0.000
Volatility 1M:   693.56%
Volatility 6M:   415.29%
Volatility 1Y:   311.15%
Volatility 3Y:   -