UBS Call 3675 BKNG 20.12.2024
/ CH1326176539
UBS Call 3675 BKNG 20.12.2024/ CH1326176539 /
| 2024-09-05 7:30:07 PM |
Chg.-0.030 |
Bid9:09:17 PM |
Ask9:09:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-10.71% |
0.260
Bid Size: 50,000 |
0.290
Ask Size: 50,000 |
Booking Holdings Inc |
3,675.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
UM135D |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Booking Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,675.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
0.11 |
| Time value: |
0.20 |
| Break-even: |
3,626.73 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
6.90% |
| Delta: |
0.63 |
| Theta: |
-1.23 |
| Omega: |
7.00 |
| Rho: |
5.40 |
Quote data
| Open: |
0.247 |
| High: |
0.280 |
| Low: |
0.247 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.56% |
| 1 Month |
|
|
+101.61% |
| 3 Months |
|
|
-39.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.280 |
| 1M High / 1M Low: |
0.360 |
0.111 |
| 6M High / 6M Low: |
1.130 |
0.111 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.330 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.233 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.402 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.81% |
| Volatility 6M: |
|
199.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
