UBS Call 13 F 20.06.2025/  CH1326170672  /

Frankfurt Zert./UBS
2024-06-21  7:35:52 PM Chg.+0.030 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
1.020EUR +3.03% 1.020
Bid Size: 10,000
1.120
Ask Size: 10,000
Ford Motor Company 13.00 USD 2025-06-20 Call
 

Master data

WKN: UM13JN
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Ford Motor Company
Type: Warrant
Option type: Call
Strike price: 13.00 USD
Maturity: 2025-06-20
Issue date: 2024-02-19
Last trading day: 2025-06-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 9.89
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.29
Parity: -1.08
Time value: 1.12
Break-even: 13.28
Moneyness: 0.91
Premium: 0.20
Premium p.a.: 0.20
Spread abs.: 0.10
Spread %: 9.80%
Delta: 0.49
Theta: 0.00
Omega: 4.84
Rho: 0.04
 

Quote data

Open: 0.980
High: 1.020
Low: 0.960
Previous Close: 0.990
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.03%
1 Month
  -16.39%
3 Months
  -38.18%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.930
1M High / 1M Low: 1.220 0.930
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.996
Avg. volume 1W:   0.000
Avg. price 1M:   1.089
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.67%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -