UBS Call 62 GIS 20.12.2024
/ DE000UM5YLQ1
UBS Call 62 GIS 20.12.2024/ DE000UM5YLQ1 /
| 2024-11-12 9:56:13 PM |
Chg.-0.250 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.050EUR |
-7.58% |
-
Bid Size: - |
-
Ask Size: - |
GILEAD SCIENCES DL... |
62.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UM5YLQ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
GILEAD SCIENCES DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-06-03 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.92 |
| Intrinsic value: |
2.90 |
| Implied volatility: |
1.43 |
| Historic volatility: |
0.22 |
| Parity: |
2.90 |
| Time value: |
0.40 |
| Break-even: |
95.00 |
| Moneyness: |
1.47 |
| Premium: |
0.04 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.86 |
| Theta: |
-0.13 |
| Omega: |
2.37 |
| Rho: |
0.05 |
Quote data
| Open: |
3.230 |
| High: |
3.370 |
| Low: |
3.050 |
| Previous Close: |
3.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.31% |
| 1 Month |
|
|
+42.52% |
| 3 Months |
|
|
+172.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.300 |
2.600 |
| 1M High / 1M Low: |
3.300 |
2.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.040 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.564 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
