UBS Call 20 ZAL 20.12.2024
/ CH1319924317
UBS Call 20 ZAL 20.12.2024/ CH1319924317 /
8/30/2024 5:13:37 PM |
Chg.-0.040 |
Bid10:00:20 PM |
Ask10:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
-8.16% |
- Bid Size: - |
- Ask Size: - |
ZALANDO SE |
20.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
2/1/2024 |
Last trading day: |
12/19/2024 |
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: |
0.470 |
High: |
0.490 |
Low: |
0.450 |
Previous Close: |
0.490 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.18% |
1 Month |
|
|
-19.64% |
3 Months |
|
|
-23.73% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.570 |
0.450 |
1M High / 1M Low: |
0.570 |
0.350 |
6M High / 6M Low: |
0.910 |
0.290 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.512 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.464 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.558 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
135.24% |
Volatility 6M: |
|
148.73% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |