UBS Call 12 F 20.09.2024/ CH1326170524 /
| 2024-05-27 11:45:34 AM | Chg.-0.080 | Bid11:45:34 AM | Ask11:45:34 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.750EUR | -9.64% | 0.750 Bid Size: 2,500 |
0.950 Ask Size: 2,500 |
Ford Motor Company | 12.00 USD | 2024-09-20 | Call |
Master data
| WKN: | UM13K2 |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | Ford Motor Company |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.00 USD |
| Maturity: | 2024-09-20 |
| Issue date: | 2024-02-19 |
| Last trading day: | 2024-09-19 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 12.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.89 |
|---|---|
| Intrinsic value: | 0.15 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.30 |
| Parity: | 0.15 |
| Time value: | 0.78 |
| Break-even: | 11.99 |
| Moneyness: | 1.01 |
| Premium: | 0.07 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 0.10 |
| Spread %: | 12.05% |
| Delta: | 0.59 |
| Theta: | 0.00 |
| Omega: | 7.13 |
| Rho: | 0.02 |
Quote data
| Open: | 0.740 |
|---|---|
| High: | 0.750 |
| Low: | 0.740 |
| Previous Close: | 0.830 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.76% | ||
|---|---|---|---|
| 1 Month | -44.44% | ||
| 3 Months | -31.19% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.850 | 0.770 |
|---|---|---|
| 1M High / 1M Low: | 1.290 | 0.770 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.814 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.965 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 151.84% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
