UBS Call 39 BAC 20.12.2024
/ CH1329501220
UBS Call 39 BAC 20.12.2024/ CH1329501220 /
| 2024-05-31 9:52:29 PM |
Chg.+0.075 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+30.61% |
-
Bid Size: - |
-
Ask Size: - |
Bank of America Corp... |
39.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
UM2W3W |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-08 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
0.09 |
| Time value: |
0.29 |
| Break-even: |
39.75 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.06 |
| Spread %: |
18.75% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
6.10 |
| Rho: |
0.11 |
Quote data
| Open: |
0.260 |
| High: |
0.320 |
| Low: |
0.250 |
| Previous Close: |
0.245 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.03% |
| 1 Month |
|
|
+69.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.245 |
| 1M High / 1M Low: |
0.330 |
0.189 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.291 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.276 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
