UBS Call 18.25 ABR 16.01.2026
/ DE000UM3VSA1
UBS Call 18.25 ABR 16.01.2026/ DE000UM3VSA1 /
| 27/09/2024 08:33:39 |
Chg.-0.020 |
Bid08:33:39 |
Ask08:33:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-4.44% |
0.430
Bid Size: 10,000 |
0.460
Ask Size: 10,000 |
BARRICK GOLD CORP. |
18.25 - |
16/01/2026 |
Call |
Master data
| WKN: |
UM3VSA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BARRICK GOLD CORP. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.25 - |
| Maturity: |
16/01/2026 |
| Issue date: |
05/04/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.29 |
| Parity: |
0.03 |
| Time value: |
0.40 |
| Break-even: |
22.55 |
| Moneyness: |
1.02 |
| Premium: |
0.21 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
2.38% |
| Delta: |
0.65 |
| Theta: |
0.00 |
| Omega: |
2.80 |
| Rho: |
0.10 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.430 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.50% |
| 1 Month |
|
|
+2.38% |
| 3 Months |
|
|
+102.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.390 |
| 1M High / 1M Low: |
0.450 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.414 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.395 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
