UBS Call 210 UNP 20.09.2024
/ CH1272027314
UBS Call 210 UNP 20.09.2024/ CH1272027314 /
| 16/08/2024 15:20:34 |
Chg.-0.400 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.630EUR |
-13.20% |
-
Bid Size: - |
-
Ask Size: - |
UNION PAC. DL... |
210.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UL59GJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
UNION PAC. DL 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
15/06/2023 |
| Last trading day: |
20/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
1.52 |
| Implied volatility: |
1.12 |
| Historic volatility: |
0.15 |
| Parity: |
1.52 |
| Time value: |
1.04 |
| Break-even: |
235.60 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
3.50 |
| Spread abs.: |
-0.07 |
| Spread %: |
-2.66% |
| Delta: |
0.68 |
| Theta: |
-0.72 |
| Omega: |
5.96 |
| Rho: |
0.04 |
Quote data
| Open: |
2.560 |
| High: |
2.730 |
| Low: |
2.530 |
| Previous Close: |
3.030 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1.94% |
| 3 Months |
|
|
+15.35% |
| YTD |
|
|
-38.69% |
| 1 Year |
|
|
+4.78% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.030 |
2.480 |
| 6M High / 6M Low: |
4.480 |
1.510 |
| High (YTD): |
23/02/2024 |
4.940 |
| Low (YTD): |
09/07/2024 |
1.510 |
| 52W High: |
23/02/2024 |
4.940 |
| 52W Low: |
09/07/2024 |
1.510 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.687 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.900 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.090 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
165.84% |
| Volatility 6M: |
|
130.00% |
| Volatility 1Y: |
|
108.00% |
| Volatility 3Y: |
|
- |
