UBS Call 440 LOR 20.12.2024
/ CH1319895202
UBS Call 440 LOR 20.12.2024/ CH1319895202 /
09/10/2024 10:22:03 |
Chg.+0.011 |
Bid17:25:32 |
Ask17:25:32 |
Underlying |
Strike price |
Expiration date |
Option type |
0.046EUR |
+31.43% |
0.043 Bid Size: 50,000 |
0.049 Ask Size: 50,000 |
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: |
0.046 |
High: |
0.046 |
Low: |
0.046 |
Previous Close: |
0.035 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-26.98% |
1 Month |
|
|
+17.95% |
3 Months |
|
|
-66.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.063 |
0.035 |
1M High / 1M Low: |
0.073 |
0.015 |
6M High / 6M Low: |
0.460 |
0.015 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.049 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.035 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.205 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
485.69% |
Volatility 6M: |
|
265.31% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |