UBS Call 46 PAH3 20.09.2024
/ CH1319901083
UBS Call 46 PAH3 20.09.2024/ CH1319901083 /
| 22/07/2024 21:31:22 |
Chg.+0.005 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.053EUR |
+10.42% |
-
Bid Size: - |
-
Ask Size: - |
PORSCHE AUTOM.HLDG V... |
46.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
UM2TFU |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
PORSCHE AUTOM.HLDG VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
42.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
-0.35 |
| Time value: |
0.10 |
| Break-even: |
47.00 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.05 |
| Spread %: |
108.33% |
| Delta: |
0.31 |
| Theta: |
-0.02 |
| Omega: |
13.07 |
| Rho: |
0.02 |
Quote data
| Open: |
0.048 |
| High: |
0.068 |
| Low: |
0.047 |
| Previous Close: |
0.048 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.90% |
| 1 Month |
|
|
-44.21% |
| 3 Months |
|
|
-89.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.067 |
0.048 |
| 1M High / 1M Low: |
0.092 |
0.043 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.059 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.067 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
327.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
