UBS Call 12 F 21.06.2024/ CH1326170482 /
| 2024-05-03 4:45:46 PM | Chg.+0.050 | Bid5:01:32 PM | Ask5:01:32 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.690EUR | +7.81% | 0.660 Bid Size: 10,000 |
0.760 Ask Size: 10,000 |
Ford Motor Company | 12.00 USD | 2024-06-21 | Call |
Master data
| WKN: | UM1KPU |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | Ford Motor Company |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.00 USD |
| Maturity: | 2024-06-21 |
| Issue date: | 2024-02-19 |
| Last trading day: | 2024-06-20 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 15.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.81 |
|---|---|
| Intrinsic value: | 0.46 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.31 |
| Parity: | 0.46 |
| Time value: | 0.31 |
| Break-even: | 11.95 |
| Moneyness: | 1.04 |
| Premium: | 0.03 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.10 |
| Spread %: | 14.93% |
| Delta: | 0.69 |
| Theta: | -0.01 |
| Omega: | 10.40 |
| Rho: | 0.01 |
Quote data
| Open: | 0.630 |
|---|---|
| High: | 0.790 |
| Low: | 0.630 |
| Previous Close: | 0.640 |
| Turnover: | 0.000 |
| Market phase: | PRE CALL |
All quotes in EUR
Performance
| 1 Week | -31.68% | ||
|---|---|---|---|
| 1 Month | -47.33% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.010 | 0.520 |
|---|---|---|
| 1M High / 1M Low: | 1.570 | 0.520 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.748 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.029 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 309.82% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
