UBS Call 17 INN1 20.12.2024
/ DE000UM31XL2
UBS Call 17 INN1 20.12.2024/ DE000UM31XL2 /
| 2024-06-10 11:34:52 AM |
Chg.-0.060 |
Bid11:51:44 AM |
Ask11:51:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-6.82% |
0.820
Bid Size: 10,000 |
0.830
Ask Size: 10,000 |
ING GROEP NV EO... |
17.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UM31XL |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ING GROEP NV EO -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.21 |
| Parity: |
-0.61 |
| Time value: |
0.91 |
| Break-even: |
17.91 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.05 |
| Spread %: |
5.81% |
| Delta: |
0.49 |
| Theta: |
0.00 |
| Omega: |
8.79 |
| Rho: |
0.04 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.820 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.77% |
| 1 Month |
|
|
+9.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.780 |
| 1M High / 1M Low: |
0.960 |
0.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.867 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
