UBS Call 3375 PCE1 20.12.2024
/ CH1329469733
UBS Call 3375 PCE1 20.12.2024/ CH1329469733 /
| 2024-09-03 9:31:28 AM |
Chg.0.000 |
Bid5:43:29 PM |
Ask5:43:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
0.00% |
0.520
Bid Size: 50,000 |
0.550
Ask Size: 50,000 |
BOOKING HLDGS DL... |
3,375.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UM3DZL |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BOOKING HLDGS DL-,008 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,375.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.23 |
| Parity: |
0.16 |
| Time value: |
0.43 |
| Break-even: |
3,965.00 |
| Moneyness: |
1.05 |
| Premium: |
0.12 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.03 |
| Spread %: |
5.36% |
| Delta: |
0.63 |
| Theta: |
-2.37 |
| Omega: |
3.78 |
| Rho: |
4.85 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.78% |
| 1 Month |
|
|
+103.85% |
| 3 Months |
|
|
-3.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.450 |
| 1M High / 1M Low: |
0.530 |
0.176 |
| 6M High / 6M Low: |
0.740 |
0.176 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.510 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.362 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.507 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.24% |
| Volatility 6M: |
|
168.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
