UBS Call 20 PHI1 20.09.2024
/ CH1319895517
UBS Call 20 PHI1 20.09.2024/ CH1319895517 /
| 2024-08-02 7:28:18 PM |
Chg.+0.030 |
Bid7:45:47 PM |
Ask7:45:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+5.08% |
0.610
Bid Size: 20,000 |
0.630
Ask Size: 20,000 |
KONINKL. PHILIPS EO ... |
20.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM2RA1 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.39 |
| Parity: |
0.61 |
| Time value: |
0.02 |
| Break-even: |
26.30 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
3.28% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
3.93 |
| Rho: |
0.02 |
Quote data
| Open: |
0.620 |
| High: |
0.640 |
| Low: |
0.620 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.22% |
| 1 Month |
|
|
+34.78% |
| 3 Months |
|
|
+24.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.590 |
| 1M High / 1M Low: |
0.660 |
0.400 |
| 6M High / 6M Low: |
0.660 |
0.064 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.483 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.308 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.77% |
| Volatility 6M: |
|
567.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
