UBS Call 33 BAC 17.01.2025
/ CH1326120461
UBS Call 33 BAC 17.01.2025/ CH1326120461 /
| 2024-05-31 9:55:26 PM |
Chg.+0.110 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
+17.46% |
-
Bid Size: - |
-
Ask Size: - |
Bank of America Corp... |
33.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UM12U0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
33.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
0.64 |
| Time value: |
0.16 |
| Break-even: |
38.42 |
| Moneyness: |
1.21 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
8.11% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
3.88 |
| Rho: |
0.15 |
Quote data
| Open: |
0.640 |
| High: |
0.740 |
| Low: |
0.640 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.78% |
| 1 Month |
|
|
+39.62% |
| 3 Months |
|
|
+72.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.630 |
| 1M High / 1M Low: |
0.740 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.694 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.652 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
