UBS Call 430 LOR 20.12.2024
/ CH1319895194
UBS Call 430 LOR 20.12.2024/ CH1319895194 /
2024-10-08 9:53:04 PM |
Chg.-0.016 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.044EUR |
-26.67% |
- Bid Size: - |
- Ask Size: - |
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: |
44.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.21 |
Parity: |
-0.35 |
Time value: |
0.09 |
Break-even: |
438.90 |
Moneyness: |
0.92 |
Premium: |
0.11 |
Premium p.a.: |
0.70 |
Spread abs.: |
0.03 |
Spread %: |
48.33% |
Delta: |
0.29 |
Theta: |
-0.13 |
Omega: |
13.00 |
Rho: |
0.21 |
Quote data
Open: |
0.051 |
High: |
0.057 |
Low: |
0.029 |
Previous Close: |
0.060 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-29.03% |
1 Month |
|
|
-2.22% |
3 Months |
|
|
-65.63% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.063 |
0.044 |
1M High / 1M Low: |
0.101 |
0.001 |
6M High / 6M Low: |
0.520 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.056 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.039 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.224 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
6,697.07% |
Volatility 6M: |
|
2,721.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |