UBS Call 3375 PCE1 20.09.2024
/ CH1329468958
UBS Call 3375 PCE1 20.09.2024/ CH1329468958 /
9/2/2024 10:29:14 AM |
Chg.-0.020 |
Bid10:29:14 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
-4.17% |
0.460 Bid Size: 25,000 |
- Ask Size: - |
BOOKING HLDGS DL... |
3,375.00 - |
9/20/2024 |
Call |
Master data
WKN: |
UM23R3 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BOOKING HLDGS DL-,008 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,375.00 - |
Maturity: |
9/20/2024 |
Issue date: |
3/1/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
1000:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.16 |
Implied volatility: |
1.28 |
Historic volatility: |
0.23 |
Parity: |
0.16 |
Time value: |
0.32 |
Break-even: |
3,855.00 |
Moneyness: |
1.05 |
Premium: |
0.09 |
Premium p.a.: |
4.65 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.62 |
Theta: |
-10.74 |
Omega: |
4.60 |
Rho: |
0.85 |
Quote data
Open: |
0.450 |
High: |
0.470 |
Low: |
0.450 |
Previous Close: |
0.480 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+21.05% |
1 Month |
|
|
+342.31% |
3 Months |
|
|
0.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.480 |
0.380 |
1M High / 1M Low: |
0.480 |
0.081 |
6M High / 6M Low: |
0.710 |
0.081 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.446 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.272 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.429 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
350.50% |
Volatility 6M: |
|
210.98% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |