UBS Call 42 NEM 17.01.2025
/ CH1304649937
UBS Call 42 NEM 17.01.2025/ CH1304649937 /
9/6/2024 8:48:55 AM |
Chg.+0.010 |
Bid10:05:56 AM |
Ask10:05:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.990EUR |
+1.02% |
1.000 Bid Size: 7,500 |
1.040 Ask Size: 7,500 |
Newmont Corporation |
42.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
UL96AY |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Newmont Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
42.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
11/8/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.99 |
Intrinsic value: |
0.89 |
Implied volatility: |
0.37 |
Historic volatility: |
0.31 |
Parity: |
0.89 |
Time value: |
0.13 |
Break-even: |
48.00 |
Moneyness: |
1.24 |
Premium: |
0.03 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
2.00% |
Delta: |
0.87 |
Theta: |
-0.01 |
Omega: |
3.97 |
Rho: |
0.11 |
Quote data
Open: |
0.990 |
High: |
0.990 |
Low: |
0.990 |
Previous Close: |
0.980 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.33% |
1 Month |
|
|
+43.48% |
3 Months |
|
|
+167.57% |
YTD |
|
|
+94.12% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.080 |
0.970 |
1M High / 1M Low: |
1.080 |
0.660 |
6M High / 6M Low: |
1.080 |
0.142 |
High (YTD): |
8/30/2024 |
1.080 |
Low (YTD): |
2/28/2024 |
0.072 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.032 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.893 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.503 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
88.10% |
Volatility 6M: |
|
235.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |