UBS Call 3575 PCE1 20.12.2024
/ CH1329469816
UBS Call 3575 PCE1 20.12.2024/ CH1329469816 /
| 2024-11-12 9:24:45 AM |
Chg.+0.10 |
Bid9:01:25 PM |
Ask9:01:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
+7.87% |
1.35
Bid Size: 50,000 |
-
Ask Size: - |
BOOKING HLDGS DL... |
3,575.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UM23NC |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BOOKING HLDGS DL-,008 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,575.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.24 |
| Parity: |
1.18 |
| Time value: |
0.09 |
| Break-even: |
4,845.00 |
| Moneyness: |
1.33 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
-0.13 |
| Spread %: |
-9.29% |
| Delta: |
0.88 |
| Theta: |
-3.58 |
| Omega: |
3.30 |
| Rho: |
3.05 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.37 |
| Previous Close: |
1.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.69% |
| 1 Month |
|
|
+101.47% |
| 3 Months |
|
|
+878.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.32 |
1.09 |
| 1M High / 1M Low: |
1.32 |
0.69 |
| 6M High / 6M Low: |
1.32 |
0.10 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.61% |
| Volatility 6M: |
|
201.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
