UBS Call 450 LOR 20.12.2024
/ CH1319895210
UBS Call 450 LOR 20.12.2024/ CH1319895210 /
| 14/08/2024 12:27:56 |
Chg.+0.004 |
Bid19:59:40 |
Ask19:59:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.033EUR |
+13.79% |
0.023
Bid Size: 5,000 |
0.052
Ask Size: 5,000 |
L OREAL INH. E... |
450.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
72.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-0.73 |
| Time value: |
0.05 |
| Break-even: |
455.20 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.03 |
| Spread %: |
126.09% |
| Delta: |
0.17 |
| Theta: |
-0.07 |
| Omega: |
12.48 |
| Rho: |
0.21 |
Quote data
| Open: |
0.033 |
| High: |
0.033 |
| Low: |
0.033 |
| Previous Close: |
0.029 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.65% |
| 1 Month |
|
|
-70.00% |
| 3 Months |
|
|
-91.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.049 |
0.029 |
| 1M High / 1M Low: |
0.121 |
0.029 |
| 6M High / 6M Low: |
0.420 |
0.029 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.037 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.069 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.255 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
378.01% |
| Volatility 6M: |
|
211.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
