UBS Call 20 PHI1 20.12.2024
/ CH1319901034
UBS Call 20 PHI1 20.12.2024/ CH1319901034 /
| 2024-07-09 7:39:07 PM |
Chg.0.000 |
Bid7:58:10 PM |
Ask7:58:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
0.00% |
0.500
Bid Size: 25,000 |
0.520
Ask Size: 25,000 |
KONINKL. PHILIPS EO ... |
20.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM2GA1 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.37 |
| Parity: |
0.43 |
| Time value: |
0.09 |
| Break-even: |
25.20 |
| Moneyness: |
1.21 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
4.00% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
3.90 |
| Rho: |
0.07 |
Quote data
| Open: |
0.510 |
| High: |
0.520 |
| Low: |
0.500 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.08% |
| 1 Month |
|
|
-3.77% |
| 3 Months |
|
|
+298.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.490 |
| 1M High / 1M Low: |
0.540 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.510 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.499 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
