UBS Call 430 LOR 20.12.2024
/ CH1319895194
UBS Call 430 LOR 20.12.2024/ CH1319895194 /
| 2024-07-30 12:00:35 PM |
Chg.+0.025 |
Bid12:00:35 PM |
Ask12:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.114EUR |
+28.09% |
0.114
Bid Size: 50,000 |
0.120
Ask Size: 50,000 |
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: |
23.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
-0.37 |
| Time value: |
0.17 |
| Break-even: |
446.90 |
| Moneyness: |
0.91 |
| Premium: |
0.14 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.08 |
| Spread %: |
89.89% |
| Delta: |
0.37 |
| Theta: |
-0.11 |
| Omega: |
8.66 |
| Rho: |
0.51 |
Quote data
| Open: |
0.113 |
| High: |
0.123 |
| Low: |
0.110 |
| Previous Close: |
0.089 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.38% |
| 1 Month |
|
|
-36.67% |
| 3 Months |
|
|
-71.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.145 |
0.089 |
| 1M High / 1M Low: |
0.213 |
0.089 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.117 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.150 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
