UBS Call 3900 BKNG 20.12.2024
/ CH1326176604
UBS Call 3900 BKNG 20.12.2024/ CH1326176604 /
9/5/2024 7:41:08 PM |
Chg.-0.017 |
Bid9:45:47 PM |
Ask9:45:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.154EUR |
-9.94% |
0.155 Bid Size: 50,000 |
0.182 Ask Size: 50,000 |
Booking Holdings Inc |
3,900.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
UM12TE |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Booking Holdings Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,900.00 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: |
16.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.23 |
Parity: |
-0.09 |
Time value: |
0.20 |
Break-even: |
3,722.79 |
Moneyness: |
0.97 |
Premium: |
0.09 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.03 |
Spread %: |
16.00% |
Delta: |
0.50 |
Theta: |
-1.22 |
Omega: |
8.37 |
Rho: |
4.34 |
Quote data
Open: |
0.161 |
High: |
0.165 |
Low: |
0.147 |
Previous Close: |
0.171 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-33.62% |
1 Month |
|
|
+136.92% |
3 Months |
|
|
-48.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.232 |
0.171 |
1M High / 1M Low: |
0.232 |
0.058 |
6M High / 6M Low: |
1.070 |
0.058 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.208 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.138 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.300 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
309.77% |
Volatility 6M: |
|
234.42% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |