UBS Call 3500 PCE1 20.12.2024
/ CH1329469782
UBS Call 3500 PCE1 20.12.2024/ CH1329469782 /
| 03/09/2024 09:31:29 |
Chg.0.000 |
Bid22:00:23 |
Ask22:00:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
BOOKING HLDGS DL... |
3,500.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
UM3GAQ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BOOKING HLDGS DL-,008 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,500.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
01/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.23 |
| Parity: |
0.03 |
| Time value: |
0.47 |
| Break-even: |
4,000.00 |
| Moneyness: |
1.01 |
| Premium: |
0.13 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.03 |
| Spread %: |
6.38% |
| Delta: |
0.59 |
| Theta: |
-2.28 |
| Omega: |
4.16 |
| Rho: |
4.68 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.22% |
| 1 Month |
|
|
+116.75% |
| 3 Months |
|
|
-6.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.360 |
| 1M High / 1M Low: |
0.440 |
0.125 |
| 6M High / 6M Low: |
0.640 |
0.125 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.420 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.288 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.429 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
320.57% |
| Volatility 6M: |
|
189.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
