UBS Call 24 PHI1 20.12.2024
/ DE000UM5G1J5
UBS Call 24 PHI1 20.12.2024/ DE000UM5G1J5 /
| 2024-11-15 7:55:12 PM |
Chg.-0.009 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.103EUR |
-8.04% |
-
Bid Size: - |
-
Ask Size: - |
KONINKL. PHILIPS EO ... |
24.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM5G1J |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.42 |
| Parity: |
0.06 |
| Time value: |
0.07 |
| Break-even: |
25.23 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
19.42% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
12.57 |
| Rho: |
0.01 |
Quote data
| Open: |
0.097 |
| High: |
0.122 |
| Low: |
0.097 |
| Previous Close: |
0.112 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.26% |
| 1 Month |
|
|
-82.83% |
| 3 Months |
|
|
-69.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.136 |
0.103 |
| 1M High / 1M Low: |
0.600 |
0.103 |
| 6M High / 6M Low: |
0.600 |
0.103 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.117 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.295 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.329 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
359.18% |
| Volatility 6M: |
|
240.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
