UBS Call 140 BEI 20.12.2024
/ CH1319907387
UBS Call 140 BEI 20.12.2024/ CH1319907387 /
| 2024-05-20 8:36:28 AM |
Chg.+0.06 |
Bid10:00:15 PM |
Ask10:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
+5.00% |
-
Bid Size: - |
-
Ask Size: - |
BEIERSDORF AG O.N. |
140.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM2G3W |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.15 |
| Parity: |
0.47 |
| Time value: |
0.81 |
| Break-even: |
152.80 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.59% |
| Delta: |
0.67 |
| Theta: |
-0.03 |
| Omega: |
7.61 |
| Rho: |
0.50 |
Quote data
| Open: |
1.26 |
| High: |
1.26 |
| Low: |
1.26 |
| Previous Close: |
1.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.89% |
| 1 Month |
|
|
+68.00% |
| 3 Months |
|
|
+18.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.43 |
1.20 |
| 1M High / 1M Low: |
1.43 |
0.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
