UBS Call 99 MMM 16.01.2026
/ CH1319933334
UBS Call 99 MMM 16.01.2026/ CH1319933334 /
2024-03-28 8:56:04 PM |
Chg.+0.120 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.940EUR |
+6.59% |
- Bid Size: - |
- Ask Size: - |
3M CO. D... |
99.00 - |
2026-01-16 |
Call |
Master data
WKN: |
UM2B6G |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
3M CO. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
99.00 - |
Maturity: |
2026-01-16 |
Issue date: |
2024-02-02 |
Last trading day: |
2024-04-04 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.27 |
Parity: |
-0.85 |
Time value: |
2.04 |
Break-even: |
119.40 |
Moneyness: |
0.91 |
Premium: |
0.32 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.10 |
Spread %: |
5.15% |
Delta: |
0.60 |
Theta: |
-0.02 |
Omega: |
2.67 |
Rho: |
0.58 |
Quote data
Open: |
1.750 |
High: |
1.950 |
Low: |
1.750 |
Previous Close: |
1.820 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+67.24% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |