UBS Call 92 MMM 20.09.2024
/ DE000UM6AW46
UBS Call 92 MMM 20.09.2024/ DE000UM6AW46 /
| 14/08/2024 16:03:20 |
Chg.+0.180 |
Bid21:56:25 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.200EUR |
+5.96% |
-
Bid Size: - |
-
Ask Size: - |
3M CO. D... |
92.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UM6AW4 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
3M CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
03/06/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
2.26 |
| Implied volatility: |
1.44 |
| Historic volatility: |
0.31 |
| Parity: |
2.26 |
| Time value: |
0.94 |
| Break-even: |
124.00 |
| Moneyness: |
1.25 |
| Premium: |
0.08 |
| Premium p.a.: |
1.23 |
| Spread abs.: |
-0.02 |
| Spread %: |
-0.62% |
| Delta: |
0.76 |
| Theta: |
-0.23 |
| Omega: |
2.74 |
| Rho: |
0.05 |
Quote data
| Open: |
3.200 |
| High: |
3.200 |
| Low: |
3.200 |
| Previous Close: |
3.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.23% |
| 1 Month |
|
|
+326.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.200 |
2.910 |
| 1M High / 1M Low: |
3.310 |
2.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.046 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.091 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
