UBS Call 90 MMM 20.09.2024
/ DE000UM557V6
UBS Call 90 MMM 20.09.2024/ DE000UM557V6 /
| 2024-08-02 3:44:07 PM |
Chg.-0.17 |
Bid10:00:17 PM |
Ask10:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.39EUR |
-4.78% |
-
Bid Size: - |
-
Ask Size: - |
3M CO. D... |
90.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UM557V |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
3M CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-06-03 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.53 |
| Intrinsic value: |
2.48 |
| Implied volatility: |
1.20 |
| Historic volatility: |
0.31 |
| Parity: |
2.48 |
| Time value: |
0.81 |
| Break-even: |
122.90 |
| Moneyness: |
1.28 |
| Premium: |
0.07 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.02 |
| Spread %: |
0.61% |
| Delta: |
0.78 |
| Theta: |
-0.16 |
| Omega: |
2.74 |
| Rho: |
0.08 |
Quote data
| Open: |
3.39 |
| High: |
3.39 |
| Low: |
3.39 |
| Previous Close: |
3.56 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+202.68% |
| 1 Month |
|
|
+202.68% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.56 |
3.37 |
| 1M High / 1M Low: |
3.56 |
3.37 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
