UBS Call 29.5 NMM 16.01.2026
/ CH1327411182
UBS Call 29.5 NMM 16.01.2026/ CH1327411182 /
| 2024-05-22 2:52:14 PM |
Chg.0.000 |
Bid2024-05-22 |
Ask2024-05-22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.530EUR |
0.00% |
1.530
Bid Size: 3,000 |
1.580
Ask Size: 3,000 |
NEWMONT CORP. DL... |
29.50 - |
2026-01-16 |
Call |
Master data
| WKN: |
UM2VVZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NEWMONT CORP. DL 1,60 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
29.50 - |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.31 |
| Parity: |
1.11 |
| Time value: |
0.49 |
| Break-even: |
45.50 |
| Moneyness: |
1.38 |
| Premium: |
0.12 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
3.90% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
2.09 |
| Rho: |
0.29 |
Quote data
| Open: |
1.550 |
| High: |
1.550 |
| Low: |
1.530 |
| Previous Close: |
1.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.38% |
| 1 Month |
|
|
+35.40% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.590 |
1.470 |
| 1M High / 1M Low: |
1.600 |
1.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.516 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.400 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
