UBS Call 430 LOR 20.12.2024
/ CH1319895194
UBS Call 430 LOR 20.12.2024/ CH1319895194 /
| 2024-09-05 7:37:49 PM |
Chg.-0.004 |
Bid7:58:58 PM |
Ask7:58:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.061EUR |
-6.15% |
0.057
Bid Size: 5,000 |
0.086
Ask Size: 5,000 |
L OREAL INH. E... |
430.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UM2KLW |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
430.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
44.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-0.39 |
| Time value: |
0.09 |
| Break-even: |
438.80 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.03 |
| Spread %: |
49.15% |
| Delta: |
0.29 |
| Theta: |
-0.09 |
| Omega: |
12.81 |
| Rho: |
0.30 |
Quote data
| Open: |
0.060 |
| High: |
0.061 |
| Low: |
0.060 |
| Previous Close: |
0.065 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.61% |
| 1 Month |
|
|
-34.41% |
| 3 Months |
|
|
-87.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.082 |
0.065 |
| 1M High / 1M Low: |
0.093 |
0.054 |
| 6M High / 6M Low: |
0.530 |
0.054 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.072 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.301 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.25% |
| Volatility 6M: |
|
193.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
