UBS Call 21 PHI1 20.12.2024
/ CH1319901042
UBS Call 21 PHI1 20.12.2024/ CH1319901042 /
| 11/15/2024 7:31:07 PM |
Chg.-0.010 |
Bid7:46:09 PM |
Ask7:46:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-2.70% |
0.360
Bid Size: 20,000 |
0.380
Ask Size: 20,000 |
KONINKL. PHILIPS EO ... |
21.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
UM2DYJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.42 |
| Parity: |
0.36 |
| Time value: |
0.02 |
| Break-even: |
24.80 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
5.56% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
5.78 |
| Rho: |
0.02 |
Quote data
| Open: |
0.360 |
| High: |
0.370 |
| Low: |
0.350 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
-59.55% |
| 3 Months |
|
|
-37.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.360 |
| 1M High / 1M Low: |
0.890 |
0.330 |
| 6M High / 6M Low: |
0.890 |
0.330 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.374 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.564 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.570 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.47% |
| Volatility 6M: |
|
157.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
