UBS Call 150 BEI 20.09.2024
/ CH1319907353
UBS Call 150 BEI 20.09.2024/ CH1319907353 /
| 2024-05-17 5:40:55 PM |
Chg.+0.040 |
Bid5:40:55 PM |
Ask5:40:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
+10.26% |
0.430
Bid Size: 500 |
0.450
Ask Size: 500 |
BEIERSDORF AG O.N. |
150.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM17LS |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
35.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.15 |
| Parity: |
-0.60 |
| Time value: |
0.41 |
| Break-even: |
154.10 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
5.13% |
| Delta: |
0.41 |
| Theta: |
-0.03 |
| Omega: |
14.48 |
| Rho: |
0.19 |
Quote data
| Open: |
0.380 |
| High: |
0.440 |
| Low: |
0.370 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.56% |
| 1 Month |
|
|
+167.08% |
| 3 Months |
|
|
+19.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.390 |
| 1M High / 1M Low: |
0.570 |
0.161 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.482 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.372 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
