UBS Call 3650 BKNG 20.12.2024
/ CH1326170854
UBS Call 3650 BKNG 20.12.2024/ CH1326170854 /
05/09/2024 19:39:43 |
Chg.-0.020 |
Bid21:54:45 |
Ask21:54:45 |
Underlying |
Strike price |
Expiration date |
Option type |
0.270EUR |
-6.90% |
- Bid Size: - |
- Ask Size: - |
Booking Holdings Inc |
3,650.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
UM1XB0 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Booking Holdings Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,650.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
19/02/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
1000:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.13 |
Implied volatility: |
0.33 |
Historic volatility: |
0.23 |
Parity: |
0.13 |
Time value: |
0.20 |
Break-even: |
3,624.16 |
Moneyness: |
1.04 |
Premium: |
0.06 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.03 |
Spread %: |
10.00% |
Delta: |
0.65 |
Theta: |
-1.25 |
Omega: |
6.71 |
Rho: |
5.47 |
Quote data
Open: |
0.260 |
High: |
0.290 |
Low: |
0.260 |
Previous Close: |
0.290 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-27.03% |
1 Month |
|
|
+106.11% |
3 Months |
|
|
-35.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.290 |
1M High / 1M Low: |
0.370 |
0.118 |
6M High / 6M Low: |
1.140 |
0.118 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.342 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.244 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.415 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
235.32% |
Volatility 6M: |
|
198.16% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |