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UBS Call 41 NEM 17.01.2025/  CH1304649929  /

EUWAX
11/11/2024  08:48:45 Chg.0.000 Bid22:00:24 Ask22:00:24 Underlying Strike price Expiration date Option type
0.430EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Newmont Corporation 41.00 USD 17/01/2025 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: 17/01/2025
Issue date: 08/11/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.76
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.38
Implied volatility: 0.33
Historic volatility: 0.34
Parity: 0.38
Time value: 0.10
Break-even: 43.07
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 4.35%
Delta: 0.78
Theta: -0.02
Omega: 6.83
Rho: 0.05
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.00%
1 Month
  -64.46%
3 Months
  -43.42%
YTD
  -23.21%
1 Year  
+72.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.390
1M High / 1M Low: 1.660 0.390
6M High / 6M Low: 1.660 0.250
High (YTD): 23/10/2024 1.660
Low (YTD): 28/02/2024 0.083
52W High: 23/10/2024 1.660
52W Low: 28/02/2024 0.083
Avg. price 1W:   0.454
Avg. volume 1W:   0.000
Avg. price 1M:   0.971
Avg. volume 1M:   0.000
Avg. price 6M:   0.812
Avg. volume 6M:   0.000
Avg. price 1Y:   0.579
Avg. volume 1Y:   0.000
Volatility 1M:   221.64%
Volatility 6M:   174.87%
Volatility 1Y:   203.73%
Volatility 3Y:   -