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UBS Call 200 DB1 20.09.2024/  CH1272040275  /

UBS Investment Bank
2024-08-09  11:37:59 AM Chg.+0.003 Bid11:37:59 AM Ask11:37:59 AM Underlying Strike price Expiration date Option type
0.059EUR +5.36% 0.059
Bid Size: 10,000		 0.100
Ask Size: 10,000		 DEUTSCHE BOERSE NA O... 200.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 182.95
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.15
Parity: -1.71
Time value: 0.10
Break-even: 201.00
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 1.27
Spread abs.: 0.05
Spread %: 81.82%
Delta: 0.14
Theta: -0.04
Omega: 26.23
Rho: 0.03
 

Quote data

Open: 0.056
High: 0.069
Low: 0.049
Previous Close: 0.056
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.40%
1 Month
  -71.77%
3 Months
  -78.93%
YTD
  -91.06%
1 Year
  -89.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.099 0.029
1M High / 1M Low: 0.320 0.029
6M High / 6M Low: 0.750 0.029
High (YTD): 2024-02-29 0.750
Low (YTD): 2024-08-06 0.029
52W High: 2024-02-29 0.750
52W Low: 2024-08-06 0.029
Avg. price 1W:   0.055
Avg. volume 1W:   0.000
Avg. price 1M:   0.178
Avg. volume 1M:   0.000
Avg. price 6M:   0.332
Avg. volume 6M:   0.000
Avg. price 1Y:   0.364
Avg. volume 1Y:   0.000
Volatility 1M:   427.64%
Volatility 6M:   312.59%
Volatility 1Y:   242.93%
Volatility 3Y:   -