UBS Call 40 NEM 17.01.2025
/ CH1304644813
UBS Call 40 NEM 17.01.2025/ CH1304644813 /
| 2024-09-05 8:52:13 AM |
Chg.0.00 |
Bid10:00:21 PM |
Ask10:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Newmont Corporation |
40.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UL9RTJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Newmont Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-08 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.31 |
| Parity: |
1.05 |
| Time value: |
0.09 |
| Break-even: |
47.50 |
| Moneyness: |
1.29 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.79% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
3.72 |
| Rho: |
0.11 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.13 |
| Previous Close: |
1.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.88% |
| 1 Month |
|
|
+48.68% |
| 3 Months |
|
|
+156.82% |
| YTD |
|
|
+88.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
1.13 |
| 1M High / 1M Low: |
1.24 |
0.76 |
| 6M High / 6M Low: |
1.24 |
0.18 |
| High (YTD): |
2024-08-30 |
1.24 |
| Low (YTD): |
2024-02-28 |
0.10 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.31% |
| Volatility 6M: |
|
208.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
