UBS Call 450 LOR 20.12.2024
/ CH1319895210
UBS Call 450 LOR 20.12.2024/ CH1319895210 /
| 2024-07-30 11:39:01 AM |
Chg.+0.030 |
Bid11:39:01 AM |
Ask11:39:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.071EUR |
+73.17% |
0.071
Bid Size: 50,000 |
0.076
Ask Size: 50,000 |
L OREAL INH. E... |
450.00 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
32.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
-0.57 |
| Time value: |
0.12 |
| Break-even: |
462.10 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.08 |
| Spread %: |
195.12% |
| Delta: |
0.29 |
| Theta: |
-0.10 |
| Omega: |
9.36 |
| Rho: |
0.40 |
Quote data
| Open: |
0.066 |
| High: |
0.076 |
| Low: |
0.064 |
| Previous Close: |
0.041 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.44% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-76.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.086 |
0.041 |
| 1M High / 1M Low: |
0.140 |
0.041 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.066 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.090 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
324.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
