UBS Call 63 BSN 20.12.2024
/ CH1319913542
UBS Call 63 BSN 20.12.2024/ CH1319913542 /
| 2024-05-23 4:40:30 PM |
Chg.-0.016 |
Bid5:10:38 PM |
Ask5:10:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.202EUR |
-7.34% |
0.202
Bid Size: 50,000 |
0.212
Ask Size: 50,000 |
DANONE S.A. EO -,25 |
63.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM2TDL |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
63.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.13 |
| Parity: |
-0.32 |
| Time value: |
0.24 |
| Break-even: |
65.44 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
14.02% |
| Delta: |
0.44 |
| Theta: |
-0.01 |
| Omega: |
10.70 |
| Rho: |
0.14 |
Quote data
| Open: |
0.215 |
| High: |
0.217 |
| Low: |
0.202 |
| Previous Close: |
0.218 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.42% |
| 1 Month |
|
|
+14.12% |
| 3 Months |
|
|
-25.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.218 |
| 1M High / 1M Low: |
0.238 |
0.135 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.224 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.194 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
