UBS Call 220 MTX 20.12.2024
/ CH1319925272
UBS Call 220 MTX 20.12.2024/ CH1319925272 /
| 2024-10-11 10:25:08 AM |
Chg.+0.080 |
Bid10:25:08 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.770EUR |
+1.20% |
6.770
Bid Size: 2,500 |
-
Ask Size: - |
MTU AERO ENGINES NA ... |
220.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM2QYP |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MTU AERO ENGINES NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.63 |
| Intrinsic value: |
6.49 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
6.49 |
| Time value: |
0.22 |
| Break-even: |
287.10 |
| Moneyness: |
1.30 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.30% |
| Delta: |
0.96 |
| Theta: |
-0.05 |
| Omega: |
4.07 |
| Rho: |
0.39 |
Quote data
| Open: |
6.680 |
| High: |
6.850 |
| Low: |
6.530 |
| Previous Close: |
6.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.59% |
| 1 Month |
|
|
+16.52% |
| 3 Months |
|
|
+88.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.770 |
6.360 |
| 1M High / 1M Low: |
6.770 |
5.150 |
| 6M High / 6M Low: |
6.770 |
1.730 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.644 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.290 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.950 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.08% |
| Volatility 6M: |
|
122.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
