UBS Call 44 NCB 17.01.2025
/ DE000UM6FHU8
UBS Call 44 NCB 17.01.2025/ DE000UM6FHU8 /
| 20/12/2024 09:11:34 |
Chg.+0.011 |
Bid22:00:21 |
Ask22:00:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.117EUR |
+10.38% |
-
Bid Size: - |
-
Ask Size: - |
BANK AMERICA DL... |
44.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
UM6FHU |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BANK AMERICA DL 0,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
03/06/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.21 |
| Parity: |
-0.16 |
| Time value: |
0.16 |
| Break-even: |
45.58 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
1.70 |
| Spread abs.: |
0.01 |
| Spread %: |
6.76% |
| Delta: |
0.42 |
| Theta: |
-0.04 |
| Omega: |
11.21 |
| Rho: |
0.01 |
Quote data
| Open: |
0.117 |
| High: |
0.117 |
| Low: |
0.117 |
| Previous Close: |
0.106 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-59.66% |
| 1 Month |
|
|
-63.44% |
| 3 Months |
|
|
+15.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.242 |
0.106 |
| 1M High / 1M Low: |
0.410 |
0.106 |
| 6M High / 6M Low: |
0.410 |
0.030 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.177 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.295 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.166 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.00% |
| Volatility 6M: |
|
389.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
