UBS Call 11.5 FTE 13.09.2021/  CH1115174331  /

UBS Investment Bank
7/29/2021  8:05:43 AM Chg.0.000 Bid- Ask- Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -
-
Ask Size: -
ORANGE INH. ... 11.50 EUR 9/13/2021 Call

Master data

WKN: UE9ZB7
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 11.50 EUR
Maturity: 9/13/2021
Issue date: 6/16/2021
Last trading day: 9/10/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 126.67
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.22
Parity: -1.87
Time value: 0.08
Break-even: 11.58
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 3.32
Spread abs.: 0.08
Spread %: 98.68%
Delta: 0.10
Theta: 0.00
Omega: 12.60
Rho: 0.00
 

Quote data

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

Performance

1 Week     0.00%
1 Month     0.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -