OverviewChartNewsTraderScreen

UBS Call 200 DB1 20.09.2024/  CH1272040275  /

UBS Investment Bank
13/09/2024  21:54:47 Chg.+0.020 Bid- Ask- Underlying Strike price Expiration date Option type
0.890EUR +2.30% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE BOERSE NA O... 200.00 - 20/09/2024 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: 20/09/2024
Issue date: 15/06/2023
Last trading day: 19/09/2024
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: 0.870
High: 0.910
Low: 0.820
Previous Close: 0.870
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.35%
1 Month  
+1208.82%
3 Months  
+356.41%
YTD  
+34.85%
1 Year  
+206.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.060 0.710
1M High / 1M Low: 1.060 0.068
6M High / 6M Low: 1.060 0.018
High (YTD): 09/09/2024 1.060
Low (YTD): 12/08/2024 0.018
52W High: 09/09/2024 1.060
52W Low: 12/08/2024 0.018
Avg. price 1W:   0.870
Avg. volume 1W:   0.000
Avg. price 1M:   0.437
Avg. volume 1M:   0.000
Avg. price 6M:   0.297
Avg. volume 6M:   0.000
Avg. price 1Y:   0.365
Avg. volume 1Y:   0.000
Volatility 1M:   418.31%
Volatility 6M:   497.66%
Volatility 1Y:   370.55%
Volatility 3Y:   -