UBS Call 470 LOR 20.12.2024
/ CH1319895236
UBS Call 470 LOR 20.12.2024/ CH1319895236 /
| 30/07/2024 14:16:01 |
Chg.+0.026 |
Bid14:16:01 |
Ask14:16:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.037EUR |
+236.36% |
0.037
Bid Size: 50,000 |
0.043
Ask Size: 50,000 |
L OREAL INH. E... |
470.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
UM2MSE |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
470.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
43.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
-0.77 |
| Time value: |
0.09 |
| Break-even: |
479.10 |
| Moneyness: |
0.84 |
| Premium: |
0.22 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.08 |
| Spread %: |
727.27% |
| Delta: |
0.23 |
| Theta: |
-0.09 |
| Omega: |
9.73 |
| Rho: |
0.31 |
Quote data
| Open: |
0.036 |
| High: |
0.047 |
| Low: |
0.034 |
| Previous Close: |
0.011 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.92% |
| 1 Month |
|
|
-59.78% |
| 3 Months |
|
|
-82.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.048 |
0.011 |
| 1M High / 1M Low: |
0.088 |
0.011 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.034 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.051 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
439.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
