UBS Call 39 BAC 20.09.2024
/ CH1329501212
UBS Call 39 BAC 20.09.2024/ CH1329501212 /
| 2024-09-13 1:00:11 PM |
Chg.-0.016 |
Bid1:17:46 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.039EUR |
-29.09% |
0.040
Bid Size: 10,000 |
-
Ask Size: - |
Bank of America Corp... |
39.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
UM21G0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
63.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
-0.02 |
| Time value: |
0.06 |
| Break-even: |
35.75 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
2.01 |
| Spread abs.: |
0.02 |
| Spread %: |
57.14% |
| Delta: |
0.47 |
| Theta: |
-0.05 |
| Omega: |
29.59 |
| Rho: |
0.00 |
Quote data
| Open: |
0.034 |
| High: |
0.039 |
| Low: |
0.032 |
| Previous Close: |
0.055 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.30% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-77.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.105 |
0.043 |
| 1M High / 1M Low: |
0.177 |
0.043 |
| 6M High / 6M Low: |
0.520 |
0.035 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.065 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.102 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.185 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
651.36% |
| Volatility 6M: |
|
396.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
