UBS Call 10.5 FTE 13.09.2021/  CH0592434077  /

UBS Investment Bank
7/29/2021  7:52:53 PM Chg.0.000 Bid- Ask- Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -
-
Ask Size: -
ORANGE INH. ... 10.50 EUR 9/13/2021 Call

Master data

WKN: UE5QP5
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 10.50 EUR
Maturity: 9/13/2021
Issue date: 1/26/2021
Last trading day: 9/10/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 9,627.00
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.22
Parity: -0.87
Time value: 0.00
Break-even: 10.50
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 0.99
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.01
Theta: 0.00
Omega: 52.41
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.010
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -90.91%
3 Months
  -99.60%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.033 0.001
1M High / 1M Low: 0.038 0.001
6M High / 6M Low: 0.510 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.243
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   19,213.49%
Volatility 6M:   8,124.35%
Volatility 1Y:   -
Volatility 3Y:   -