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UBS Call 200 DB1 20.09.2024/  CH1272040275  /

EUWAX
9/13/2024  9:35:24 AM Chg.+0.040 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.840EUR +5.00% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE BOERSE NA O... 200.00 - 9/20/2024 Call
 

Master data

WKN: UL6MDJ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 9/20/2024
Issue date: 6/15/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 23.92
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.81
Implied volatility: 0.26
Historic volatility: 0.15
Parity: 0.81
Time value: 0.06
Break-even: 208.70
Moneyness: 1.04
Premium: 0.00
Premium p.a.: 0.16
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.87
Theta: -0.13
Omega: 20.93
Rho: 0.03
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+78.72%
1 Month  
+1254.84%
3 Months  
+211.11%
YTD  
+35.48%
1 Year  
+170.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.470
1M High / 1M Low: 0.930 0.062
6M High / 6M Low: 0.930 0.049
High (YTD): 9/9/2024 0.930
Low (YTD): 8/7/2024 0.049
52W High: 9/9/2024 0.930
52W Low: 8/7/2024 0.049
Avg. price 1W:   0.747
Avg. volume 1W:   0.000
Avg. price 1M:   0.375
Avg. volume 1M:   0.000
Avg. price 6M:   0.302
Avg. volume 6M:   0.000
Avg. price 1Y:   0.368
Avg. volume 1Y:   0.000
Volatility 1M:   427.70%
Volatility 6M:   327.44%
Volatility 1Y:   255.32%
Volatility 3Y:   -