UBS Call 90 BIDU 20.12.2024
/ DE000UL9P2B7
UBS Call 90 BIDU 20.12.2024/ DE000UL9P2B7 /
| 9/27/2024 9:19:12 AM |
Chg.+0.030 |
Bid9/27/2024 |
Ask9/27/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+4.76% |
0.660
Bid Size: 10,000 |
0.670
Ask Size: 10,000 |
Baidu Inc |
90.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
UL9P2B |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
11/3/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
16.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.33 |
| Parity: |
0.36 |
| Time value: |
0.15 |
| Break-even: |
85.96 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
12.74 |
| Rho: |
0.14 |
Quote data
| Open: |
0.650 |
| High: |
0.660 |
| Low: |
0.650 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+94.12% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+60.98% |
| YTD |
|
|
-2.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.340 |
| 1M High / 1M Low: |
0.630 |
0.260 |
| 6M High / 6M Low: |
0.720 |
0.260 |
| High (YTD): |
5/6/2024 |
0.720 |
| Low (YTD): |
9/10/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.333 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.486 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.30% |
| Volatility 6M: |
|
118.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
