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: |
|
- |