UBS Call 31 NMM 20.09.2024
/ CH1326146730
UBS Call 31 NMM 20.09.2024/ CH1326146730 /
| 7/30/2024 8:49:00 AM |
Chg.+0.06 |
Bid8:04:10 PM |
Ask8:04:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
+4.14% |
1.52
Bid Size: 10,000 |
-
Ask Size: - |
NEWMONT CORP. DL... |
31.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
UM2SDW |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NEWMONT CORP. DL 1,60 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
31.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
2/15/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
1.17 |
| Historic volatility: |
0.32 |
| Parity: |
1.27 |
| Time value: |
0.21 |
| Break-even: |
45.80 |
| Moneyness: |
1.41 |
| Premium: |
0.05 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.67% |
| Delta: |
0.84 |
| Theta: |
-0.05 |
| Omega: |
2.49 |
| Rho: |
0.03 |
Quote data
| Open: |
1.51 |
| High: |
1.51 |
| Low: |
1.51 |
| Previous Close: |
1.45 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.03% |
| 1 Month |
|
|
+46.60% |
| 3 Months |
|
|
+43.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.38 |
| 1M High / 1M Low: |
1.62 |
0.99 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
