UBS Call 210 UNP 20.12.2024
/ DE000UL76WJ5
UBS Call 210 UNP 20.12.2024/ DE000UL76WJ5 /
| 11/15/2024 9:40:32 PM |
Chg.-0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
-1.82% |
-
Bid Size: - |
-
Ask Size: - |
Union Pacific Corp |
210.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
UL76WJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Union Pacific Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
9/5/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
20.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.49 |
| Intrinsic value: |
2.43 |
| Implied volatility: |
- |
| Historic volatility: |
0.17 |
| Parity: |
2.43 |
| Time value: |
-1.34 |
| Break-even: |
210.37 |
| Moneyness: |
1.12 |
| Premium: |
-0.06 |
| Premium p.a.: |
-0.48 |
| Spread abs.: |
0.01 |
| Spread %: |
0.93% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.070 |
| High: |
1.110 |
| Low: |
1.070 |
| Previous Close: |
1.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.82% |
| 1 Month |
|
|
+2.86% |
| 3 Months |
|
|
+8.00% |
| YTD |
|
|
+1.89% |
| 1 Year |
|
|
+17.39% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
1.080 |
| 1M High / 1M Low: |
1.120 |
0.960 |
| 6M High / 6M Low: |
1.140 |
0.780 |
| High (YTD): |
5/16/2024 |
1.150 |
| Low (YTD): |
6/17/2024 |
0.780 |
| 52W High: |
5/16/2024 |
1.150 |
| 52W Low: |
6/17/2024 |
0.780 |
| Avg. price 1W: |
|
1.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.038 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.960 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.014 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
52.57% |
| Volatility 6M: |
|
47.27% |
| Volatility 1Y: |
|
36.67% |
| Volatility 3Y: |
|
- |
