UBS Call 490 LOR 20.12.2024
/ CH1319895251
UBS Call 490 LOR 20.12.2024/ CH1319895251 /
| 7/5/2024 9:37:41 PM |
Chg.+0.001 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.037EUR |
+2.78% |
-
Bid Size: - |
-
Ask Size: - |
L OREAL INH. E... |
490.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
UM2BSE |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
490.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
61.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-0.80 |
| Time value: |
0.07 |
| Break-even: |
496.70 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.03 |
| Spread %: |
81.08% |
| Delta: |
0.19 |
| Theta: |
-0.06 |
| Omega: |
11.66 |
| Rho: |
0.33 |
Quote data
| Open: |
0.036 |
| High: |
0.052 |
| Low: |
0.034 |
| Previous Close: |
0.036 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.21% |
| 1 Month |
|
|
-77.71% |
| 3 Months |
|
|
-57.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.053 |
0.036 |
| 1M High / 1M Low: |
0.170 |
0.036 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.041 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.102 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
359.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
