UBS Call 20 ZAL 20.12.2024
/ CH1319924317
UBS Call 20 ZAL 20.12.2024/ CH1319924317 /
| 2024-08-30 7:32:15 PM |
Chg.-0.050 |
Bid8:37:34 PM |
Ask8:37:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-10.42% |
-
Bid Size: - |
-
Ask Size: - |
ZALANDO SE |
20.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM2R51 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| 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: |
4.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.46 |
| Parity: |
0.34 |
| Time value: |
0.13 |
| Break-even: |
24.70 |
| Moneyness: |
1.17 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
6.82% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
3.84 |
| Rho: |
0.04 |
Quote data
| Open: |
0.480 |
| High: |
0.490 |
| Low: |
0.430 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.37% |
| 1 Month |
|
|
-20.37% |
| 3 Months |
|
|
-28.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.430 |
| 1M High / 1M Low: |
0.560 |
0.350 |
| 6M High / 6M Low: |
0.900 |
0.290 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.458 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.554 |
| Avg. volume 6M: |
|
62.500 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.27% |
| Volatility 6M: |
|
147.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
