UBS Call 460 LOR 20.09.2024
/ CH1319895152
UBS Call 460 LOR 20.09.2024/ CH1319895152 /
| 16/07/2024 13:05:51 |
Chg.-0.007 |
Bid13:05:51 |
Ask13:05:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.012EUR |
-36.84% |
0.012
Bid Size: 50,000 |
0.020
Ask Size: 50,000 |
L OREAL INH. E... |
460.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UM2DYE |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
162.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-0.54 |
| Time value: |
0.03 |
| Break-even: |
462.50 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
1.05 |
| Spread abs.: |
0.01 |
| Spread %: |
31.58% |
| Delta: |
0.13 |
| Theta: |
-0.07 |
| Omega: |
20.96 |
| Rho: |
0.09 |
Quote data
| Open: |
0.003 |
| High: |
0.014 |
| Low: |
0.001 |
| Previous Close: |
0.019 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+200.00% |
| 1 Month |
|
|
-87.37% |
| 3 Months |
|
|
-85.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.019 |
0.004 |
| 1M High / 1M Low: |
0.170 |
0.004 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.009 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.058 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
898.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
