UBS Call 175 BA 20.09.2024
/ DE000UM0ZS15
UBS Call 175 BA 20.09.2024/ DE000UM0ZS15 /
| 8/5/2024 10:45:49 AM |
Chg.-0.200 |
Bid1:04:33 PM |
Ask1:04:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-38.46% |
0.320
Bid Size: 10,000 |
0.360
Ask Size: 10,000 |
Boeing Co |
175.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
UM0ZS1 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/22/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
37.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.28 |
| Parity: |
-0.46 |
| Time value: |
0.42 |
| Break-even: |
164.59 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
2.44% |
| Delta: |
0.42 |
| Theta: |
-0.07 |
| Omega: |
15.40 |
| Rho: |
0.08 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.94% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-43.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.520 |
| 1M High / 1M Low: |
0.760 |
0.520 |
| 6M High / 6M Low: |
0.800 |
0.410 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.666 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.631 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.624 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.61% |
| Volatility 6M: |
|
105.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
