UBS Call 41 NEM 17.01.2025
/ CH1304649929
UBS Call 41 NEM 17.01.2025/ CH1304649929 /
| 2024-09-05 9:52:35 PM |
Chg.+0.040 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
+3.85% |
-
Bid Size: - |
-
Ask Size: - |
Newmont Corporation |
41.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UL9T8M |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Newmont Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
41.00 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: |
4.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.31 |
| Parity: |
0.96 |
| Time value: |
0.10 |
| Break-even: |
47.60 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.92% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
3.93 |
| Rho: |
0.11 |
Quote data
| Open: |
1.050 |
| High: |
1.150 |
| Low: |
1.040 |
| Previous Close: |
1.040 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.47% |
| 1 Month |
|
|
+44.00% |
| 3 Months |
|
|
+157.14% |
| YTD |
|
|
+96.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
1.040 |
| 1M High / 1M Low: |
1.210 |
0.690 |
| 6M High / 6M Low: |
1.210 |
0.184 |
| High (YTD): |
2024-08-30 |
1.210 |
| Low (YTD): |
2024-02-22 |
0.097 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.130 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.979 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.568 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.21% |
| Volatility 6M: |
|
185.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
