UBS Call 34 BAC 20.09.2024
/ CH1326120396
UBS Call 34 BAC 20.09.2024/ CH1326120396 /
| 16/08/2024 08:22:14 |
Chg.+0.030 |
Bid15:13:43 |
Ask15:13:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+6.67% |
-
Bid Size: - |
-
Ask Size: - |
Bank of America Corp... |
34.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
UM10ND |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
19/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.21 |
| Parity: |
0.46 |
| Time value: |
0.07 |
| Break-even: |
36.29 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.08 |
| Spread %: |
17.78% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
5.53 |
| Rho: |
0.02 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.08% |
| 1 Month |
|
|
-49.47% |
| 3 Months |
|
|
-12.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.420 |
| 1M High / 1M Low: |
0.950 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.442 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.585 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
