UBS Call 450 LOR 20.12.2024
/ CH1319895210
UBS Call 450 LOR 20.12.2024/ CH1319895210 /
9/6/2024 2:50:49 PM |
Chg.+0.004 |
Bid3:45:02 PM |
Ask3:45:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.034EUR |
+13.33% |
0.033 Bid Size: 50,000 |
0.039 Ask Size: 50,000 |
L OREAL INH. E... |
450.00 - |
12/20/2024 |
Call |
Master data
WKN: |
UM2TFQ |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
L OREAL INH. EO 0,2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
450.00 - |
Maturity: |
12/20/2024 |
Issue date: |
2/1/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
73.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.19 |
Parity: |
-0.62 |
Time value: |
0.05 |
Break-even: |
455.30 |
Moneyness: |
0.86 |
Premium: |
0.17 |
Premium p.a.: |
0.75 |
Spread abs.: |
0.03 |
Spread %: |
130.43% |
Delta: |
0.19 |
Theta: |
-0.08 |
Omega: |
13.56 |
Rho: |
0.19 |
Quote data
Open: |
0.029 |
High: |
0.034 |
Low: |
0.029 |
Previous Close: |
0.030 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-10.53% |
1 Month |
|
|
-30.61% |
3 Months |
|
|
-90.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.040 |
0.030 |
1M High / 1M Low: |
0.049 |
0.026 |
6M High / 6M Low: |
0.420 |
0.026 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.035 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.036 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.214 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
227.56% |
Volatility 6M: |
|
222.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |