UBS Call 180 TTWO 20.12.2024
/ CH1305904786
UBS Call 180 TTWO 20.12.2024/ CH1305904786 /
| 2024-11-12 8:38:07 AM |
Chg.+0.040 |
Bid10:00:22 PM |
Ask10:00:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+9.76% |
-
Bid Size: - |
-
Ask Size: - |
TakeTwo Interactive ... |
180.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
UL9ZXH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
TakeTwo Interactive Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.22 |
| Parity: |
-0.06 |
| Time value: |
0.55 |
| Break-even: |
174.31 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.03 |
| Spread %: |
5.77% |
| Delta: |
0.52 |
| Theta: |
-0.08 |
| Omega: |
15.77 |
| Rho: |
0.08 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.17% |
| 1 Month |
|
|
+275.00% |
| 3 Months |
|
|
+223.74% |
| YTD |
|
|
-65.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.191 |
| 1M High / 1M Low: |
0.490 |
0.139 |
| 6M High / 6M Low: |
0.860 |
0.001 |
| High (YTD): |
2024-02-08 |
1.770 |
| Low (YTD): |
2024-09-24 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.345 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.231 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.304 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
605.33% |
| Volatility 6M: |
|
2,280.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
