UBS Call 410 LOR 20.09.2024
/ CH1326165524
UBS Call 410 LOR 20.09.2024/ CH1326165524 /
| 8/30/2024 10:20:50 AM |
Chg.+0.015 |
Bid10:20:50 AM |
Ask10:20:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.028EUR |
+115.38% |
0.028
Bid Size: 50,000 |
0.034
Ask Size: 50,000 |
L OREAL INH. E... |
410.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
UM2SDH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
410.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
2/15/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
94.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
-0.11 |
| Time value: |
0.04 |
| Break-even: |
414.20 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.03 |
| Spread %: |
223.08% |
| Delta: |
0.32 |
| Theta: |
-0.19 |
| Omega: |
30.17 |
| Rho: |
0.07 |
Quote data
| Open: |
0.011 |
| High: |
0.030 |
| Low: |
0.008 |
| Previous Close: |
0.013 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+86.67% |
| 1 Month |
|
|
-67.44% |
| 3 Months |
|
|
-93.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.029 |
0.003 |
| 1M High / 1M Low: |
0.110 |
0.003 |
| 6M High / 6M Low: |
0.580 |
0.003 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.013 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.028 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.315 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,208.31% |
| Volatility 6M: |
|
944.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
