UBS Call 40 NCB 16.01.2026
/ DE000UM3D009
UBS Call 40 NCB 16.01.2026/ DE000UM3D009 /
| 2024-05-02 8:12:19 AM |
Chg.-0.030 |
Bid10:00:19 AM |
Ask10:00:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-6.82% |
0.420
Bid Size: 25,000 |
0.450
Ask Size: 25,000 |
BANK AMERICA DL... |
40.00 - |
2026-01-16 |
Call |
Master data
| WKN: |
UM3D00 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BANK AMERICA DL 0,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
-0.55 |
| Time value: |
0.46 |
| Break-even: |
44.60 |
| Moneyness: |
0.86 |
| Premium: |
0.29 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.06 |
| Spread %: |
15.00% |
| Delta: |
0.51 |
| Theta: |
-0.01 |
| Omega: |
3.79 |
| Rho: |
0.22 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.77% |
| 1 Month |
|
|
-6.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.440 |
| 1M High / 1M Low: |
0.500 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.462 |
| Avg. volume 1W: |
|
1,500 |
| Avg. price 1M: |
|
0.417 |
| Avg. volume 1M: |
|
2,380.952 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
