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UBS Call 230 UNP 20.12.2024/  DE000UL8JK58  /

Frankfurt Zert./UBS
15/11/2024  09:50:43 Chg.-0.170 Bid21:54:09 Ask21:54:09 Underlying Strike price Expiration date Option type
0.690EUR -19.77% -
Bid Size: -		 -
Ask Size: -		 Union Pacific Corp 230.00 USD 20/12/2024 Call
 

Master data

WKN: UL8JK5
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Union Pacific Corp
Type: Warrant
Option type: Call
Strike price: 230.00 USD
Maturity: 20/12/2024
Issue date: 05/09/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 30.65
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.53
Implied volatility: 0.13
Historic volatility: 0.17
Parity: 0.53
Time value: 0.20
Break-even: 225.77
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.39%
Delta: 0.75
Theta: -0.06
Omega: 23.02
Rho: 0.15
 

Quote data

Open: 0.690
High: 0.690
Low: 0.690
Previous Close: 0.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.47%
1 Month
  -23.33%
3 Months
  -14.81%
YTD
  -28.13%
1 Year
  -11.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.690
1M High / 1M Low: 0.970 0.580
6M High / 6M Low: 0.990 0.550
High (YTD): 28/02/2024 1.050
Low (YTD): 10/07/2024 0.550
52W High: 28/02/2024 1.050
52W Low: 10/07/2024 0.550
Avg. price 1W:   0.818
Avg. volume 1W:   0.000
Avg. price 1M:   0.759
Avg. volume 1M:   0.000
Avg. price 6M:   0.759
Avg. volume 6M:   0.000
Avg. price 1Y:   0.850
Avg. volume 1Y:   0.000
Volatility 1M:   210.04%
Volatility 6M:   106.79%
Volatility 1Y:   79.15%
Volatility 3Y:   -