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UBS Call 18 ABR 20.09.2024/  CH1272030391  /

UBS Investment Bank
2024-08-15  1:17:29 PM Chg.+0.002 Bid1:17:29 PM Ask1:17:29 PM Underlying Strike price Expiration date Option type
0.136EUR +1.49% 0.136
Bid Size: 5,000		 0.156
Ask Size: 5,000		 BARRICK GOLD CORP. 18.00 - 2024-09-20 Call
 

Master data

WKN: UL59F9
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BARRICK GOLD CORP.
Type: Warrant
Option type: Call
Strike price: 18.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.08
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.29
Parity: -0.06
Time value: 0.14
Break-even: 19.44
Moneyness: 0.97
Premium: 0.12
Premium p.a.: 2.08
Spread abs.: 0.01
Spread %: 7.46%
Delta: 0.50
Theta: -0.02
Omega: 6.02
Rho: 0.01
 

Quote data

Open: 0.121
High: 0.136
Low: 0.118
Previous Close: 0.134
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+466.67%
1 Month  
+19.30%
3 Months  
+32.04%
YTD
  -31.31%
1 Year
  -16.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.135 0.024
1M High / 1M Low: 0.169 0.018
6M High / 6M Low: 0.169 0.017
High (YTD): 2024-01-02 0.193
Low (YTD): 2024-06-17 0.017
52W High: 2023-12-27 0.224
52W Low: 2024-06-17 0.017
Avg. price 1W:   0.089
Avg. volume 1W:   0.000
Avg. price 1M:   0.091
Avg. volume 1M:   0.000
Avg. price 6M:   0.079
Avg. volume 6M:   0.000
Avg. price 1Y:   0.109
Avg. volume 1Y:   0.000
Volatility 1M:   1,334.73%
Volatility 6M:   752.99%
Volatility 1Y:   543.80%
Volatility 3Y:   -