UBS Call 440 LOR 20.12.2024
/ CH1319895202
UBS Call 440 LOR 20.12.2024/ CH1319895202 /
| 08/10/2024 19:37:55 |
Chg.-0.015 |
Bid19:52:20 |
Ask19:52:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.034EUR |
-30.61% |
-
Bid Size: - |
-
Ask Size: - |
L OREAL INH. E... |
440.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
UM2DYF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
66.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
-0.53 |
| Time value: |
0.06 |
| Break-even: |
445.80 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
1.05 |
| Spread abs.: |
0.03 |
| Spread %: |
100.00% |
| Delta: |
0.21 |
| Theta: |
-0.11 |
| Omega: |
13.76 |
| Rho: |
0.15 |
Quote data
| Open: |
0.038 |
| High: |
0.040 |
| Low: |
0.032 |
| Previous Close: |
0.049 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.66% |
| 1 Month |
|
|
-5.56% |
| 3 Months |
|
|
-67.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.049 |
0.034 |
| 1M High / 1M Low: |
0.077 |
0.008 |
| 6M High / 6M Low: |
0.450 |
0.008 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.031 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.198 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,321.55% |
| Volatility 6M: |
|
708.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
