UBS Call 3500 PCE1 20.12.2024
/ CH1329469782
UBS Call 3500 PCE1 20.12.2024/ CH1329469782 /
| 08/11/2024 15:33:01 |
Chg.-0.020 |
Bid15:35:56 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.330EUR |
-1.48% |
-
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: |
3.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
1.14 |
| Historic volatility: |
0.23 |
| Parity: |
1.11 |
| Time value: |
0.22 |
| Break-even: |
4,830.00 |
| Moneyness: |
1.32 |
| Premium: |
0.05 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
-0.03 |
| Spread %: |
-2.21% |
| Delta: |
0.82 |
| Theta: |
-5.81 |
| Omega: |
2.85 |
| Rho: |
2.76 |
Quote data
| Open: |
1.300 |
| High: |
1.330 |
| Low: |
1.300 |
| Previous Close: |
1.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.66% |
| 1 Month |
|
|
+75.00% |
| 3 Months |
|
|
+545.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.420 |
1.180 |
| 1M High / 1M Low: |
1.420 |
0.750 |
| 6M High / 6M Low: |
1.420 |
0.171 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.946 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.567 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.26% |
| Volatility 6M: |
|
147.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
