UBS Call 17 ABR 20.09.2024
/ CH1272030359
UBS Call 17 ABR 20.09.2024/ CH1272030359 /
| 17/09/2024 21:53:47 |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
3.62 |
| Historic volatility: |
0.30 |
| Parity: |
0.14 |
| Time value: |
0.17 |
| Break-even: |
20.10 |
| Moneyness: |
1.08 |
| Premium: |
0.09 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.66 |
| Theta: |
-0.37 |
| Omega: |
3.93 |
| Rho: |
0.00 |
Quote data
| Open: |
0.310 |
| High: |
0.320 |
| Low: |
0.290 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.37% |
| 1 Month |
|
|
+24.00% |
| 3 Months |
|
|
+604.55% |
| YTD |
|
|
+26.02% |
| 1 Year |
|
|
+42.86% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.229 |
| 1M High / 1M Low: |
0.340 |
0.161 |
| 6M High / 6M Low: |
0.340 |
0.044 |
| High (YTD): |
13/09/2024 |
0.340 |
| Low (YTD): |
17/06/2024 |
0.044 |
| 52W High: |
13/09/2024 |
0.340 |
| 52W Low: |
17/06/2024 |
0.044 |
| Avg. price 1W: |
|
0.287 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.272 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.150 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.152 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
210.23% |
| Volatility 6M: |
|
418.59% |
| Volatility 1Y: |
|
319.89% |
| Volatility 3Y: |
|
- |
