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UBS Call 560 TN8 20.09.2024/  CH1272030755  /

Frankfurt Zert./UBS
9/13/2024  7:30:12 PM Chg.-0.020 Bid9:54:47 PM Ask- Underlying Strike price Expiration date Option type
0.470EUR -4.08% -
Bid Size: -		 -
Ask Size: -		 THERMO FISH.SCIENTIF... 560.00 - 9/20/2024 Call
 

Master data

WKN: UL57ZM
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: THERMO FISH.SCIENTIF.DL 1
Type: Warrant
Option type: Call
Strike price: 560.00 -
Maturity: 9/20/2024
Issue date: 6/15/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 11.50
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 1.83
Historic volatility: 0.19
Parity: -0.08
Time value: 0.48
Break-even: 608.00
Moneyness: 0.99
Premium: 0.10
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.52
Theta: -4.32
Omega: 6.01
Rho: 0.04
 

Quote data

Open: 0.490
High: 0.500
Low: 0.450
Previous Close: 0.490
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.08%
1 Month  
+2.17%
3 Months  
+34.29%
YTD  
+6.82%
1 Year
  -6.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.470
1M High / 1M Low: 0.580 0.430
6M High / 6M Low: 0.640 0.103
High (YTD): 3/8/2024 0.740
Low (YTD): 7/9/2024 0.103
52W High: 3/8/2024 0.740
52W Low: 7/9/2024 0.103
Avg. price 1W:   0.516
Avg. volume 1W:   0.000
Avg. price 1M:   0.479
Avg. volume 1M:   0.000
Avg. price 6M:   0.432
Avg. volume 6M:   0.000
Avg. price 1Y:   0.428
Avg. volume 1Y:   0.000
Volatility 1M:   129.33%
Volatility 6M:   226.64%
Volatility 1Y:   187.85%
Volatility 3Y:   -