UBS Call 135 BEI 20.12.2024
/ CH1319907379
UBS Call 135 BEI 20.12.2024/ CH1319907379 /
| 2024-05-17 4:31:00 PM |
Chg.+0.070 |
Bid4:31:00 PM |
Ask4:31:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.620EUR |
+4.52% |
1.620
Bid Size: 25,000 |
1.630
Ask Size: 25,000 |
BEIERSDORF AG O.N. |
135.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM2BFK |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
0.90 |
| Time value: |
0.67 |
| Break-even: |
150.70 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.29% |
| Delta: |
0.74 |
| Theta: |
-0.03 |
| Omega: |
6.81 |
| Rho: |
0.54 |
Quote data
| Open: |
1.540 |
| High: |
1.630 |
| Low: |
1.510 |
| Previous Close: |
1.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.50% |
| 1 Month |
|
|
+82.02% |
| 3 Months |
|
|
+32.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.810 |
1.550 |
| 1M High / 1M Low: |
1.810 |
0.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.690 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.424 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
