UBS Call 410 LOR 20.12.2024
/ CH1326165540
UBS Call 410 LOR 20.12.2024/ CH1326165540 /
| 2024-07-30 10:26:59 AM |
Chg.+0.006 |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.182EUR |
+3.41% |
-
Bid Size: - |
-
Ask Size: - |
L OREAL INH. E... |
410.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UM2M1U |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
410.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
-0.17 |
| Time value: |
0.24 |
| Break-even: |
434.00 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.08 |
| Spread %: |
50.00% |
| Delta: |
0.47 |
| Theta: |
-0.12 |
| Omega: |
7.76 |
| Rho: |
0.64 |
Quote data
| Open: |
0.182 |
| High: |
0.182 |
| Low: |
0.182 |
| Previous Close: |
0.176 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.22% |
| 1 Month |
|
|
-39.33% |
| 3 Months |
|
|
-68.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.234 |
0.176 |
| 1M High / 1M Low: |
0.320 |
0.176 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.204 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.247 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
