UBS Call 10.5 FTE 20.06.2025
/ CH1322951133
UBS Call 10.5 FTE 20.06.2025/ CH1322951133 /
| 9/20/2024 7:26:39 PM |
Chg.+0.040 |
Bid7:46:01 PM |
Ask7:46:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+5.80% |
0.730
Bid Size: 2,500 |
0.760
Ask Size: 2,500 |
ORANGE INH. ... |
10.50 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
UM2THL |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.14 |
| Parity: |
0.33 |
| Time value: |
0.43 |
| Break-even: |
11.26 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
4.11% |
| Delta: |
0.74 |
| Theta: |
0.00 |
| Omega: |
10.55 |
| Rho: |
0.05 |
Quote data
| Open: |
0.730 |
| High: |
0.790 |
| Low: |
0.720 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.59% |
| 1 Month |
|
|
+82.50% |
| 3 Months |
|
|
+151.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.690 |
| 1M High / 1M Low: |
0.810 |
0.390 |
| 6M High / 6M Low: |
0.930 |
0.169 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.752 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.617 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.534 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.56% |
| Volatility 6M: |
|
168.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
