UBS Call 29 NMM 16.01.2026
/ CH1327411174
UBS Call 29 NMM 16.01.2026/ CH1327411174 /
| 2024-05-22 7:37:24 PM |
Chg.-0.110 |
Bid8:05:18 PM |
Ask8:05:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
-7.01% |
1.450
Bid Size: 30,000 |
1.510
Ask Size: 30,000 |
NEWMONT CORP. DL... |
29.00 - |
2026-01-16 |
Call |
Master data
| WKN: |
UM2U25 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NEWMONT CORP. DL 1,60 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
29.00 - |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.31 |
| Parity: |
1.16 |
| Time value: |
0.48 |
| Break-even: |
45.40 |
| Moneyness: |
1.40 |
| Premium: |
0.12 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
3.80% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
2.06 |
| Rho: |
0.29 |
Quote data
| Open: |
1.580 |
| High: |
1.580 |
| Low: |
1.460 |
| Previous Close: |
1.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.31% |
| 1 Month |
|
|
+25.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.620 |
1.510 |
| 1M High / 1M Low: |
1.620 |
1.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.431 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
