UBS Call 480 LOR 20.12.2024
/ CH1319895244
UBS Call 480 LOR 20.12.2024/ CH1319895244 /
16/07/2024 08:36:59 |
Chg.0.000 |
Bid08:36:59 |
Ask08:36:59 |
Underlying |
Strike price |
Expiration date |
Option type |
0.026EUR |
0.00% |
0.026 Bid Size: 5,000 |
0.056 Ask Size: 5,000 |
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: |
58.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.19 |
Parity: |
-0.67 |
Time value: |
0.07 |
Break-even: |
487.00 |
Moneyness: |
0.86 |
Premium: |
0.18 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.03 |
Spread %: |
79.49% |
Delta: |
0.21 |
Theta: |
-0.07 |
Omega: |
12.37 |
Rho: |
0.34 |
Quote data
Open: |
0.026 |
High: |
0.026 |
Low: |
0.025 |
Previous Close: |
0.026 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.34% |
1 Month |
|
|
-77.97% |
3 Months |
|
|
-76.36% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.039 |
0.026 |
1M High / 1M Low: |
0.188 |
0.026 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.032 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.086 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
239.70% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |