UBS Call 185 ADSK 20.09.2024
/ DE000UM5YGY5
UBS Call 185 ADSK 20.09.2024/ DE000UM5YGY5 /
2024-08-16 2:58:07 PM |
Chg.-0.120 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.850EUR |
-2.01% |
- Bid Size: - |
- Ask Size: - |
Autodesk Inc |
185.00 - |
2024-09-20 |
Call |
Master data
WKN: |
UM5YGY |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Autodesk Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
185.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2024-06-03 |
Last trading day: |
2024-08-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.84 |
Intrinsic value: |
4.81 |
Implied volatility: |
1.41 |
Historic volatility: |
0.24 |
Parity: |
4.81 |
Time value: |
1.04 |
Break-even: |
243.50 |
Moneyness: |
1.26 |
Premium: |
0.04 |
Premium p.a.: |
1.14 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.81 |
Theta: |
-0.53 |
Omega: |
3.21 |
Rho: |
0.07 |
Quote data
Open: |
5.920 |
High: |
5.930 |
Low: |
5.790 |
Previous Close: |
5.970 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+4.28% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
5.970 |
4.100 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
5.242 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
140.51% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |