UBS Call 430 LOR 20.12.2024/  CH1319895194  /

UBS Investment Bank
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
  -21.43%
1 Month  
+158.82%
3 Months
  -71.61%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.063 0.052
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:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.039
Avg. volume 1M:   0.000
Avg. price 6M:   0.226
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   6,854.61%
Volatility 6M:   2,720.63%
Volatility 1Y:   -
Volatility 3Y:   -