UBS Call 31.5 NMM 16.01.2026
/ CH1326153231
UBS Call 31.5 NMM 16.01.2026/ CH1326153231 /
| 2024-05-22 8:48:29 AM |
Chg.-0.02 |
Bid8:56:31 AM |
Ask8:56:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
-1.42% |
1.39
Bid Size: 6,000 |
1.49
Ask Size: 6,000 |
NEWMONT CORP. DL... |
31.50 - |
2026-01-16 |
Call |
Master data
| WKN: |
UM2B2B |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NEWMONT CORP. DL 1,60 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
31.50 - |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.31 |
| Parity: |
0.91 |
| Time value: |
0.56 |
| Break-even: |
46.20 |
| Moneyness: |
1.29 |
| Premium: |
0.14 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
4.26% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
2.20 |
| Rho: |
0.29 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.92% |
| 1 Month |
|
|
+32.38% |
| 3 Months |
|
|
+124.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.42 |
1.30 |
| 1M High / 1M Low: |
1.42 |
0.94 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
