UBS Call 18.5 ZAL 20.12.2024
/ CH1319924275
UBS Call 18.5 ZAL 20.12.2024/ CH1319924275 /
| 2024-10-04 7:36:14 PM |
Chg.+0.010 |
Bid9:21:21 PM |
Ask9:21:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.090EUR |
+0.93% |
-
Bid Size: - |
-
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: |
2.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.46 |
| Parity: |
1.07 |
| Time value: |
0.07 |
| Break-even: |
29.80 |
| Moneyness: |
1.58 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
2.73% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
2.36 |
| Rho: |
0.03 |
Quote data
| Open: |
1.080 |
| High: |
1.140 |
| Low: |
1.080 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.68% |
| 1 Month |
|
|
+159.52% |
| 3 Months |
|
|
+70.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
1.040 |
| 1M High / 1M Low: |
1.130 |
0.390 |
| 6M High / 6M Low: |
1.130 |
0.390 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.078 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.815 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.679 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
373.76% |
| Volatility 6M: |
|
181.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
