UBS Call 82 GILD 20.12.2024
/ DE000UM7Y022
UBS Call 82 GILD 20.12.2024/ DE000UM7Y022 /
| 26/09/2024 08:42:35 |
Chg.-0.050 |
Bid22:00:18 |
Ask22:00:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-12.20% |
-
Bid Size: - |
-
Ask Size: - |
Gilead Sciences Inc |
82.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
UM7Y02 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Gilead Sciences Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
24/07/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
0.02 |
| Time value: |
0.40 |
| Break-even: |
77.88 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.04 |
| Spread %: |
10.53% |
| Delta: |
0.56 |
| Theta: |
-0.03 |
| Omega: |
9.81 |
| Rho: |
0.09 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
+129.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.410 |
| 1M High / 1M Low: |
0.450 |
0.135 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.438 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.299 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
271.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
