UBS Call 3650 BKNG 20.12.2024
/ CH1326170854
UBS Call 3650 BKNG 20.12.2024/ CH1326170854 /
10/8/2024 7:39:02 PM |
Chg.+0.040 |
Bid8:08:31 AM |
Ask8:08:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
+7.14% |
0.550 Bid Size: 10,000 |
0.640 Ask Size: 10,000 |
Booking Holdings Inc |
3,650.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
2/19/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1000:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.56 |
Intrinsic value: |
0.53 |
Implied volatility: |
0.40 |
Historic volatility: |
0.23 |
Parity: |
0.53 |
Time value: |
0.09 |
Break-even: |
3,945.56 |
Moneyness: |
1.16 |
Premium: |
0.02 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.02 |
Spread %: |
3.33% |
Delta: |
0.83 |
Theta: |
-1.43 |
Omega: |
5.17 |
Rho: |
5.10 |
Quote data
Open: |
0.510 |
High: |
0.600 |
Low: |
0.510 |
Previous Close: |
0.560 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+22.45% |
1 Month |
|
|
+106.90% |
3 Months |
|
|
+20.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.470 |
1M High / 1M Low: |
0.610 |
0.290 |
6M High / 6M Low: |
0.610 |
0.118 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.534 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.467 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.378 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
133.17% |
Volatility 6M: |
|
175.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |