UBS Call 3475 PCE1 20.12.2024
/ CH1329469774
UBS Call 3475 PCE1 20.12.2024/ CH1329469774 /
| 03/09/2024 19:37:15 |
Chg.-0.060 |
Bid03/09/2024 |
Ask03/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-12.24% |
0.430
Bid Size: 50,000 |
0.460
Ask Size: 50,000 |
BOOKING HLDGS DL... |
3,475.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
UM3DZK |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BOOKING HLDGS DL-,008 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,475.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
01/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.23 |
| Parity: |
0.06 |
| Time value: |
0.46 |
| Break-even: |
3,995.00 |
| Moneyness: |
1.02 |
| Premium: |
0.13 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.03 |
| Spread %: |
6.12% |
| Delta: |
0.60 |
| Theta: |
-2.31 |
| Omega: |
4.07 |
| Rho: |
4.72 |
Quote data
| Open: |
0.460 |
| High: |
0.470 |
| Low: |
0.430 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.52% |
| 1 Month |
|
|
+125.13% |
| 3 Months |
|
|
-8.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.460 |
| 1M High / 1M Low: |
0.490 |
0.182 |
| 6M High / 6M Low: |
0.720 |
0.182 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.333 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.461 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.11% |
| Volatility 6M: |
|
151.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
