UBS Call 10.5 FTE 21.03.2025
/ CH1322934360
UBS Call 10.5 FTE 21.03.2025/ CH1322934360 /
20/09/2024 09:21:09 |
Chg.-0.020 |
Bid22:00:19 |
Ask22:00:19 |
Underlying |
Strike price |
Expiration date |
Option type |
0.640EUR |
-3.03% |
- Bid Size: - |
- Ask Size: - |
ORANGE INH. ... |
10.50 EUR |
21/03/2025 |
Call |
Master data
WKN: |
UM2G4R |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
ORANGE INH. EO 4 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
10.50 EUR |
Maturity: |
21/03/2025 |
Issue date: |
08/02/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
16.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.72 |
Intrinsic value: |
0.33 |
Implied volatility: |
0.12 |
Historic volatility: |
0.14 |
Parity: |
0.33 |
Time value: |
0.34 |
Break-even: |
11.17 |
Moneyness: |
1.03 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.03 |
Spread %: |
4.69% |
Delta: |
0.73 |
Theta: |
0.00 |
Omega: |
11.72 |
Rho: |
0.04 |
Quote data
Open: |
0.640 |
High: |
0.640 |
Low: |
0.640 |
Previous Close: |
0.660 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.25% |
1 Month |
|
|
+88.24% |
3 Months |
|
|
+204.76% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.690 |
0.640 |
1M High / 1M Low: |
0.690 |
0.340 |
6M High / 6M Low: |
0.900 |
0.158 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.670 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.537 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.472 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.91% |
Volatility 6M: |
|
176.30% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |