UBS Call 100 BIDU 20.12.2024
/ DE000UL9D1Q1
UBS Call 100 BIDU 20.12.2024/ DE000UL9D1Q1 /
| 2024-05-31 5:17:55 PM |
Chg.-0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-4.44% |
-
Bid Size: - |
-
Ask Size: - |
Baidu Inc |
100.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
UL9D1Q |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-03 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
19.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.34 |
| Parity: |
-0.26 |
| Time value: |
0.45 |
| Break-even: |
96.68 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
4.65% |
| Delta: |
0.50 |
| Theta: |
-0.02 |
| Omega: |
10.04 |
| Rho: |
0.23 |
Quote data
| Open: |
0.430 |
| High: |
0.440 |
| Low: |
0.410 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.51% |
| 1 Month |
|
|
-28.33% |
| 3 Months |
|
|
-17.31% |
| YTD |
|
|
-29.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.430 |
| 1M High / 1M Low: |
0.620 |
0.430 |
| 6M High / 6M Low: |
0.630 |
0.420 |
| High (YTD): |
2024-01-11 |
0.630 |
| Low (YTD): |
2024-04-17 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.454 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.543 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.536 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.30% |
| Volatility 6M: |
|
75.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
