UBS Call 300 CAT1 20.09.2024
/ CH1278958678
UBS Call 300 CAT1 20.09.2024/ CH1278958678 /
| 16/08/2024 08:06:58 |
Chg.+0.750 |
Bid15:20:16 |
Ask15:20:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.330EUR |
+20.95% |
-
Bid Size: - |
-
Ask Size: - |
CATERPILLAR INC. ... |
300.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UL784K |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CATERPILLAR INC. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
06/09/2023 |
| Last trading day: |
20/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
2.00 |
| Historic volatility: |
0.23 |
| Parity: |
-0.29 |
| Time value: |
4.35 |
| Break-even: |
343.50 |
| Moneyness: |
0.99 |
| Premium: |
0.16 |
| Premium p.a.: |
57.74 |
| Spread abs.: |
0.29 |
| Spread %: |
7.14% |
| Delta: |
0.57 |
| Theta: |
-1.71 |
| Omega: |
3.87 |
| Rho: |
0.04 |
Quote data
| Open: |
4.330 |
| High: |
4.330 |
| Low: |
4.330 |
| Previous Close: |
3.580 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+18.31% |
| 3 Months |
|
|
+13.35% |
| YTD |
|
|
+68.48% |
| 1 Year |
|
|
+54.64% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.330 |
3.540 |
| 6M High / 6M Low: |
8.340 |
2.720 |
| High (YTD): |
05/04/2024 |
8.340 |
| Low (YTD): |
18/01/2024 |
1.670 |
| 52W High: |
05/04/2024 |
8.340 |
| 52W Low: |
10/11/2023 |
0.520 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.759 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.967 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.574 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
152.14% |
| Volatility 6M: |
|
145.90% |
| Volatility 1Y: |
|
187.86% |
| Volatility 3Y: |
|
- |
