UBS Call 33 BAC 16.01.2026
/ CH1326132946
UBS Call 33 BAC 16.01.2026/ CH1326132946 /
| 2024-05-22 9:09:58 AM |
Chg.-0.020 |
Bid9:09:58 AM |
Ask9:09:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-2.25% |
0.870
Bid Size: 25,000 |
0.950
Ask Size: 25,000 |
Bank of America Corp... |
33.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
UM10J2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
33.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
0.54 |
| Time value: |
0.35 |
| Break-even: |
39.29 |
| Moneyness: |
1.18 |
| Premium: |
0.10 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
7.23% |
| Delta: |
0.80 |
| Theta: |
0.00 |
| Omega: |
3.20 |
| Rho: |
0.32 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.850 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.57% |
| 1 Month |
|
|
+7.41% |
| 3 Months |
|
|
+67.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.830 |
| 1M High / 1M Low: |
0.890 |
0.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.856 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.808 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
