UBS Knock-Out BC8/ DE000UP5B161 /
| 1/8/2025 7:26:54 PM | Chg.-0.062 | Bid5:36:00 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.068EUR | -47.69% | 0.001 Bid Size: 1,500 |
- Ask Size: - |
BECHTLE AG O.N. | 29.866 - | 12/31/2078 | Call |
Master data
| Issuer: | UBS AG, LONDON BRANCH |
|---|---|
| WKN: | UP5B16 |
| Currency: | EUR |
| Underlying: | BECHTLE AG O.N. |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 29.866 - |
| Maturity: | Endless |
| Issue date: | 10/31/2024 |
| Last trading day: | 12/31/2078 |
| Ratio: | 10:1 |
| Exercise type: | Bermuda |
| Quanto: | - |
| Gearing: | 29.78 |
| Knock-out: | 29.866 |
| Knock-out violated on: | - |
| Distance to knock-out: | 0.174 |
| Distance to knock-out %: | 0.58% |
| Distance to strike price: | 0.174 |
| Distance to strike price %: | 0.58% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.03 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.04 |
| Spread %: | 55.38% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.114 |
|---|---|
| High: | 0.114 |
| Low: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -60.69% | ||
|---|---|---|---|
| 1 Month | -77.33% | ||
| 3 Months | - | ||
| YTD | -60.69% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.173 | 0.068 |
|---|---|---|
| 1M High / 1M Low: | 0.300 | 0.068 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/2/2025 | 0.173 |
| Low (YTD): | 1/8/2025 | 0.068 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.124 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.171 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 376.95% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |