UBS Call 340 CAT1 20.09.2024
/ CH1292917619
UBS Call 340 CAT1 20.09.2024/ CH1292917619 /
9/6/2024 4:00:04 PM |
Chg.+0.110 |
Bid9:54:43 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.560EUR |
+24.44% |
- Bid Size: - |
- Ask Size: - |
CATERPILLAR INC. ... |
340.00 - |
9/20/2024 |
Call |
Master data
WKN: |
UL8FYM |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
CATERPILLAR INC. DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
340.00 - |
Maturity: |
9/20/2024 |
Issue date: |
9/6/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
53.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.84 |
Historic volatility: |
0.23 |
Parity: |
-4.29 |
Time value: |
0.56 |
Break-even: |
345.60 |
Moneyness: |
0.87 |
Premium: |
0.16 |
Premium p.a.: |
68.70 |
Spread abs.: |
0.32 |
Spread %: |
129.51% |
Delta: |
0.22 |
Theta: |
-0.55 |
Omega: |
11.81 |
Rho: |
0.02 |
Quote data
Open: |
0.310 |
High: |
0.580 |
Low: |
0.280 |
Previous Close: |
0.450 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-61.38% |
1 Month |
|
|
-46.67% |
3 Months |
|
|
-62.91% |
YTD |
|
|
-50.44% |
1 Year |
|
|
-61.11% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.730 |
0.450 |
1M High / 1M Low: |
1.750 |
0.450 |
6M High / 6M Low: |
5.440 |
0.450 |
High (YTD): |
4/5/2024 |
5.440 |
Low (YTD): |
9/5/2024 |
0.450 |
52W High: |
4/5/2024 |
5.440 |
52W Low: |
11/22/2023 |
0.085 |
Avg. price 1W: |
|
0.964 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.130 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.275 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.684 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
379.22% |
Volatility 6M: |
|
254.92% |
Volatility 1Y: |
|
460.12% |
Volatility 3Y: |
|
- |