UBS Call 36 NMM 17.01.2025
/ CH1304644771
UBS Call 36 NMM 17.01.2025/ CH1304644771 /
| 2024-08-16 8:44:45 AM |
Chg.- |
Bid10:00:21 PM |
Ask10:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
NEWMONT CORP. DL... |
36.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
UL9TZQ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NEWMONT CORP. DL 1,60 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-08 |
| Last trading day: |
2024-08-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.31 |
| Parity: |
1.06 |
| Time value: |
0.27 |
| Break-even: |
49.30 |
| Moneyness: |
1.29 |
| Premium: |
0.06 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.04 |
| Spread %: |
3.10% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
2.85 |
| Rho: |
0.09 |
Quote data
| Open: |
1.26 |
| High: |
1.26 |
| Low: |
1.26 |
| Previous Close: |
1.26 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+21.15% |
| 3 Months |
|
|
+90.91% |
| YTD |
|
|
+55.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.26 |
1.04 |
| 6M High / 6M Low: |
1.33 |
0.29 |
| High (YTD): |
2024-08-02 |
1.33 |
| Low (YTD): |
2024-02-28 |
0.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.95% |
| Volatility 6M: |
|
173.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
