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: |
|
- |
