UBS Call 26 ZAL 20.09.2024
/ DE000UM28T64
UBS Call 26 ZAL 20.09.2024/ DE000UM28T64 /
30/08/2024 19:40:30 |
Chg.-0.003 |
Bid30/08/2024 |
Ask30/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
-75.00% |
- Bid Size: - |
- Ask Size: - |
ZALANDO SE |
26.00 - |
20/09/2024 |
Call |
Master data
WKN: |
UM28T6 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
ZALANDO SE |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
26.00 - |
Maturity: |
20/09/2024 |
Issue date: |
26/03/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
23.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.87 |
Historic volatility: |
0.46 |
Parity: |
-0.26 |
Time value: |
0.10 |
Break-even: |
27.00 |
Moneyness: |
0.90 |
Premium: |
0.15 |
Premium p.a.: |
12.20 |
Spread abs.: |
0.10 |
Spread %: |
9,900.00% |
Delta: |
0.35 |
Theta: |
-0.04 |
Omega: |
8.12 |
Rho: |
0.00 |
Quote data
Open: |
0.011 |
High: |
0.013 |
Low: |
0.001 |
Previous Close: |
0.004 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-96.55% |
1 Month |
|
|
-98.85% |
3 Months |
|
|
-99.39% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.033 |
0.001 |
1M High / 1M Low: |
0.087 |
0.001 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.013 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.024 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
796.57% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |