UBS Call 95 BIDU 20.09.2024
/ DE000UL88U77
UBS Call 95 BIDU 20.09.2024/ DE000UL88U77 /
| 2024-05-31 9:51:40 PM |
Chg.-0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-5.77% |
-
Bid Size: - |
-
Ask Size: - |
Baidu Inc |
95.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
UL88U7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 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: |
17.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.34 |
| Parity: |
0.20 |
| Time value: |
0.31 |
| Break-even: |
92.67 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
4.08% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
11.55 |
| Rho: |
0.16 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.460 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.26% |
| 1 Month |
|
|
-28.99% |
| 3 Months |
|
|
-15.52% |
| YTD |
|
|
-27.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.490 |
| 1M High / 1M Low: |
0.720 |
0.490 |
| 6M High / 6M Low: |
0.720 |
0.460 |
| High (YTD): |
2024-05-06 |
0.720 |
| Low (YTD): |
2024-04-17 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.522 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.632 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.607 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.65% |
| Volatility 6M: |
|
75.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
