UBS Call 100 BIDU 20.09.2024
/ DE000UL88346
UBS Call 100 BIDU 20.09.2024/ DE000UL88346 /
| 2024-06-10 9:06:30 PM |
Chg.-0.010 |
Bid9:06:30 PM |
Ask9:06:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-2.70% |
0.360
Bid Size: 50,000 |
0.380
Ask Size: 50,000 |
Baidu Inc |
100.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
UL8834 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-03 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
22.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.34 |
| Parity: |
-0.38 |
| Time value: |
0.39 |
| Break-even: |
96.67 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.02 |
| Spread %: |
5.41% |
| Delta: |
0.44 |
| Theta: |
-0.03 |
| Omega: |
10.07 |
| Rho: |
0.10 |
Quote data
| Open: |
0.360 |
| High: |
0.370 |
| Low: |
0.350 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.70% |
| 1 Month |
|
|
-38.98% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
-42.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.360 |
| 1M High / 1M Low: |
0.630 |
0.360 |
| 6M High / 6M Low: |
0.650 |
0.360 |
| High (YTD): |
2024-05-06 |
0.650 |
| Low (YTD): |
2024-06-04 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.378 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.490 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.536 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.65% |
| Volatility 6M: |
|
87.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
