UBS Call 59 CCC3 20.09.2024
/ CH1326118887
UBS Call 59 CCC3 20.09.2024/ CH1326118887 /
| 16/08/2024 08:11:07 |
Chg.+0.020 |
Bid15:12:17 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+2.22% |
-
Bid Size: - |
-
Ask Size: - |
COCA-COLA CO. D... |
59.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UM1VKF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
COCA-COLA CO. DL-,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
59.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
19/02/2024 |
| Last trading day: |
20/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
1.42 |
| Historic volatility: |
0.12 |
| Parity: |
0.52 |
| Time value: |
0.38 |
| Break-even: |
68.00 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
5.86 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.68 |
| Theta: |
-0.26 |
| Omega: |
4.85 |
| Rho: |
0.01 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.37% |
| 3 Months |
|
|
+70.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.920 |
0.830 |
| 6M High / 6M Low: |
0.920 |
0.226 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.880 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.496 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.30% |
| Volatility 6M: |
|
113.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
