UBS Call 440 LOR 20.12.2024
/ CH1319895202
UBS Call 440 LOR 20.12.2024/ CH1319895202 /
| 9/6/2024 12:04:28 PM |
Chg.0.000 |
Bid9/6/2024 |
Ask9/6/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.043EUR |
0.00% |
0.043
Bid Size: 50,000 |
0.049
Ask Size: 50,000 |
L OREAL INH. E... |
440.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
58.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
-0.52 |
| Time value: |
0.07 |
| Break-even: |
446.60 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.03 |
| Spread %: |
83.33% |
| Delta: |
0.22 |
| Theta: |
-0.09 |
| Omega: |
13.16 |
| Rho: |
0.23 |
Quote data
| Open: |
0.040 |
| High: |
0.044 |
| Low: |
0.040 |
| Previous Close: |
0.043 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.82% |
| 1 Month |
|
|
-34.85% |
| 3 Months |
|
|
-89.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.057 |
0.043 |
| 1M High / 1M Low: |
0.066 |
0.037 |
| 6M High / 6M Low: |
0.470 |
0.037 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.051 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.051 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.254 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.37% |
| Volatility 6M: |
|
205.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
