UBS Call 3675 BKNG 20.12.2024
/ CH1326176539
UBS Call 3675 BKNG 20.12.2024/ CH1326176539 /
| 2024-07-30 1:08:13 PM |
Chg.-0.020 |
Bid1:19:18 PM |
Ask1:19:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-6.06% |
0.310
Bid Size: 25,000 |
0.360
Ask Size: 25,000 |
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: |
10.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
0.07 |
| Time value: |
0.27 |
| Break-even: |
3,736.74 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
9.68% |
| Delta: |
0.61 |
| Theta: |
-1.12 |
| Omega: |
6.22 |
| Rho: |
6.96 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.39% |
| 1 Month |
|
|
-35.42% |
| 3 Months |
|
|
+14.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.280 |
| 1M High / 1M Low: |
0.570 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.332 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.430 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
