UBS Call 3450 PCE1 20.12.2024
/ CH1329469766
UBS Call 3450 PCE1 20.12.2024/ CH1329469766 /
| 2024-07-29 8:21:00 AM |
Chg.-0.020 |
Bid2024-07-29 |
Ask2024-07-29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-4.88% |
0.390
Bid Size: 20,000 |
0.480
Ask Size: 20,000 |
BOOKING HLDGS DL... |
3,450.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UM2XZM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BOOKING HLDGS DL-,008 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,450.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.23 |
| Parity: |
-0.04 |
| Time value: |
0.43 |
| Break-even: |
3,880.00 |
| Moneyness: |
0.99 |
| Premium: |
0.14 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.03 |
| Spread %: |
7.50% |
| Delta: |
0.57 |
| Theta: |
-1.59 |
| Omega: |
4.49 |
| Rho: |
5.99 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.58% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.400 |
| 1M High / 1M Low: |
0.740 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.490 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.587 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
