UBS Call 63 BSN 20.12.2024
/ CH1319913542
UBS Call 63 BSN 20.12.2024/ CH1319913542 /
| 11/15/2024 9:46:24 PM |
Chg.+0.014 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+5.69% |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
63.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
UM2TDL |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
63.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.12 |
| Parity: |
0.20 |
| Time value: |
0.09 |
| Break-even: |
65.90 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
11.54% |
| Delta: |
0.72 |
| Theta: |
-0.02 |
| Omega: |
16.05 |
| Rho: |
0.04 |
Quote data
| Open: |
0.280 |
| High: |
0.320 |
| Low: |
0.241 |
| Previous Close: |
0.246 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.21% |
| 1 Month |
|
|
-21.21% |
| 3 Months |
|
|
+68.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.225 |
| 1M High / 1M Low: |
0.500 |
0.225 |
| 6M High / 6M Low: |
0.500 |
0.063 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.251 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.328 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.233 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
302.79% |
| Volatility 6M: |
|
281.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
