UBS Call 18.75 ZAL 20.09.2024
/ CH1319924200
UBS Call 18.75 ZAL 20.09.2024/ CH1319924200 /
27/08/2024 16:01:08 |
Chg.-0.020 |
Bid21:52:43 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
-3.33% |
- Bid Size: - |
- Ask Size: - |
ZALANDO SE |
18.75 EUR |
20/09/2024 |
Call |
Master data
WKN: |
UM2DMJ |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
ZALANDO SE |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
18.75 EUR |
Maturity: |
20/09/2024 |
Issue date: |
01/02/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.47 |
Implied volatility: |
0.61 |
Historic volatility: |
0.46 |
Parity: |
0.47 |
Time value: |
0.01 |
Break-even: |
23.55 |
Moneyness: |
1.25 |
Premium: |
0.00 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.95 |
Theta: |
-0.01 |
Omega: |
4.64 |
Rho: |
0.01 |
Quote data
Open: |
0.630 |
High: |
0.630 |
Low: |
0.580 |
Previous Close: |
0.600 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.69% |
1 Month |
|
|
+3.57% |
3 Months |
|
|
-6.45% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.580 |
1M High / 1M Low: |
0.600 |
0.340 |
6M High / 6M Low: |
0.930 |
0.280 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.590 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.466 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.575 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
167.24% |
Volatility 6M: |
|
167.43% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |