UBS Call 300 CRM 20.09.2024
/ DE000UM0L5K2
UBS Call 300 CRM 20.09.2024/ DE000UM0L5K2 /
| 2024-05-06 11:15:38 AM |
Chg.+0.010 |
Bid11:53:35 AM |
Ask11:53:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+2.70% |
0.380
Bid Size: 10,000 |
0.390
Ask Size: 10,000 |
Salesforce Inc |
300.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
UM0L5K |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Salesforce Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-18 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
66.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.24 |
| Parity: |
-2.45 |
| Time value: |
0.38 |
| Break-even: |
282.65 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
0.25 |
| Theta: |
-0.04 |
| Omega: |
16.68 |
| Rho: |
0.22 |
Quote data
| Open: |
0.370 |
| High: |
0.380 |
| Low: |
0.370 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.56% |
| 1 Month |
|
|
-32.14% |
| 3 Months |
|
|
-22.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.350 |
| 1M High / 1M Low: |
0.560 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.367 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.426 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
