UBS Call 37 INL 16.01.2026
/ DE000UM36SU2
UBS Call 37 INL 16.01.2026/ DE000UM36SU2 /
2024-06-07 8:15:40 AM |
Chg.-0.010 |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
-2.13% |
- Bid Size: - |
- Ask Size: - |
INTEL CORP. DL... |
37.00 - |
2026-01-16 |
Call |
Master data
WKN: |
UM36SU |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
INTEL CORP. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
37.00 - |
Maturity: |
2026-01-16 |
Issue date: |
2024-04-09 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.29 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.35 |
Parity: |
-0.85 |
Time value: |
0.52 |
Break-even: |
42.20 |
Moneyness: |
0.77 |
Premium: |
0.48 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.06 |
Spread %: |
13.04% |
Delta: |
0.50 |
Theta: |
-0.01 |
Omega: |
2.76 |
Rho: |
0.15 |
Quote data
Open: |
0.460 |
High: |
0.460 |
Low: |
0.460 |
Previous Close: |
0.470 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.22% |
1 Month |
|
|
-2.13% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.490 |
0.450 |
1M High / 1M Low: |
0.530 |
0.420 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.464 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.472 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |