UBS Call 480 LOR 20.12.2024
/ CH1319895244
UBS Call 480 LOR 20.12.2024/ CH1319895244 /
| 11/11/2024 19:35:20 |
Chg.0.000 |
Bid19:46:04 |
Ask19:46:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.001EUR |
0.00% |
0.001
Bid Size: 7,500 |
0.020
Ask Size: 7,500 |
L OREAL INH. E... |
480.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
UM2N4E |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
167.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.22 |
| Parity: |
-1.45 |
| Time value: |
0.02 |
| Break-even: |
482.00 |
| Moneyness: |
0.70 |
| Premium: |
0.44 |
| Premium p.a.: |
29.37 |
| Spread abs.: |
0.02 |
| Spread %: |
1,900.00% |
| Delta: |
0.07 |
| Theta: |
-0.12 |
| Omega: |
11.18 |
| Rho: |
0.02 |
Quote data
| Open: |
0.001 |
| High: |
0.001 |
| Low: |
0.001 |
| Previous Close: |
0.001 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-87.50% |
| 3 Months |
|
|
-92.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.001 |
0.001 |
| 1M High / 1M Low: |
0.008 |
0.001 |
| 6M High / 6M Low: |
0.240 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.001 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.002 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.063 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,202.96% |
| Volatility 6M: |
|
2,572.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
