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UBS Call 570 TN8 20.09.2024/  CH1272030763  /

EUWAX
9/13/2024  9:35:19 AM Chg.-0.040 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.400EUR -9.09% -
Bid Size: -		 -
Ask Size: -		 THERMO FISH.SCIENTIF... 570.00 - 9/20/2024 Call
 

Master data

WKN: UL6MTC
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: THERMO FISH.SCIENTIF.DL 1
Type: Warrant
Option type: Call
Strike price: 570.00 -
Maturity: 9/20/2024
Issue date: 6/15/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 13.52
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 1.56
Historic volatility: 0.19
Parity: -0.16
Time value: 0.41
Break-even: 611.00
Moneyness: 0.97
Premium: 0.10
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.49
Theta: -3.43
Omega: 6.66
Rho: 0.04
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+5.26%
3 Months  
+37.93%
YTD     0.00%
1 Year
  -13.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.400
1M High / 1M Low: 0.470 0.320
6M High / 6M Low: 0.620 0.064
High (YTD): 3/11/2024 0.670
Low (YTD): 7/10/2024 0.064
52W High: 3/11/2024 0.670
52W Low: 7/10/2024 0.064
Avg. price 1W:   0.436
Avg. volume 1W:   0.000
Avg. price 1M:   0.390
Avg. volume 1M:   0.000
Avg. price 6M:   0.360
Avg. volume 6M:   0.000
Avg. price 1Y:   0.370
Avg. volume 1Y:   0.000
Volatility 1M:   193.05%
Volatility 6M:   285.23%
Volatility 1Y:   224.87%
Volatility 3Y:   -