UBS Call 405 SRT3 20.12.2024
/ DE000UM29587
UBS Call 405 SRT3 20.12.2024/ DE000UM29587 /
| 2024-05-17 7:40:00 PM |
Chg.-0.002 |
Bid8:58:14 PM |
Ask8:58:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.049EUR |
-3.92% |
0.049
Bid Size: 25,000 |
0.079
Ask Size: 25,000 |
SARTORIUS AG VZO O.N... |
405.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UM2958 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SARTORIUS AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
405.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
25.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.46 |
| Parity: |
-1.27 |
| Time value: |
0.11 |
| Break-even: |
416.00 |
| Moneyness: |
0.69 |
| Premium: |
0.50 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.06 |
| Spread %: |
120.00% |
| Delta: |
0.22 |
| Theta: |
-0.08 |
| Omega: |
5.56 |
| Rho: |
0.30 |
Quote data
| Open: |
0.064 |
| High: |
0.070 |
| Low: |
0.049 |
| Previous Close: |
0.051 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.94% |
| 1 Month |
|
|
-78.51% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.097 |
0.051 |
| 1M High / 1M Low: |
0.228 |
0.051 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.075 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.091 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
411.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
