UBS Call 18.5 ZAL 20.12.2024
/ CH1319924275
UBS Call 18.5 ZAL 20.12.2024/ CH1319924275 /
| 2024-11-12 8:37:47 PM |
Chg.-0.020 |
Bid8:37:47 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-2.20% |
0.890
Bid Size: 300 |
-
Ask Size: - |
ZALANDO SE |
18.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM2SZ7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.44 |
| Parity: |
0.92 |
| Time value: |
0.03 |
| Break-even: |
28.00 |
| Moneyness: |
1.50 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
4.40% |
| Delta: |
0.93 |
| Theta: |
-0.02 |
| Omega: |
2.72 |
| Rho: |
0.02 |
Quote data
| Open: |
0.890 |
| High: |
0.910 |
| Low: |
0.850 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.30% |
| 1 Month |
|
|
-23.93% |
| 3 Months |
|
|
+67.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.760 |
| 1M High / 1M Low: |
1.200 |
0.760 |
| 6M High / 6M Low: |
1.200 |
0.360 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.856 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.024 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.720 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.85% |
| Volatility 6M: |
|
135.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
