UBS Call 18 ZAL 20.12.2024
/ CH1319924259
UBS Call 18 ZAL 20.12.2024/ CH1319924259 /
| 04/10/2024 21:54:47 |
Chg.+0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.150EUR |
+1.77% |
-
Bid Size: - |
-
Ask Size: - |
ZALANDO SE |
18.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UM2SYV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.46 |
| Parity: |
1.12 |
| Time value: |
0.07 |
| Break-even: |
29.80 |
| Moneyness: |
1.62 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
2.61% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
2.27 |
| Rho: |
0.03 |
Quote data
| Open: |
1.130 |
| High: |
1.200 |
| Low: |
1.130 |
| Previous Close: |
1.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.54% |
| 1 Month |
|
|
+155.56% |
| 3 Months |
|
|
+69.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
1.100 |
| 1M High / 1M Low: |
1.190 |
0.420 |
| 6M High / 6M Low: |
1.190 |
0.420 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.136 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.859 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.725 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.62% |
| Volatility 6M: |
|
120.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
