UBS Call 135 BEI 20.06.2025
/ CH1326152076
UBS Call 135 BEI 20.06.2025/ CH1326152076 /
6/14/2024 3:56:13 PM |
Chg.+0.100 |
Bid4:12:07 PM |
Ask4:12:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.050EUR |
+5.13% |
2.070 Bid Size: 25,000 |
2.080 Ask Size: 25,000 |
BEIERSDORF AG O.N. |
135.00 - |
6/20/2025 |
Call |
Master data
WKN: |
UM2S69 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BEIERSDORF AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
135.00 - |
Maturity: |
6/20/2025 |
Issue date: |
2/15/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.77 |
Intrinsic value: |
1.03 |
Implied volatility: |
0.19 |
Historic volatility: |
0.14 |
Parity: |
1.03 |
Time value: |
0.96 |
Break-even: |
154.90 |
Moneyness: |
1.08 |
Premium: |
0.07 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
1.02% |
Delta: |
0.75 |
Theta: |
-0.02 |
Omega: |
5.46 |
Rho: |
0.90 |
Quote data
Open: |
1.980 |
High: |
2.060 |
Low: |
1.980 |
Previous Close: |
1.950 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.59% |
1 Month |
|
|
+1.49% |
3 Months |
|
|
+60.16% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.070 |
1.900 |
1M High / 1M Low: |
2.120 |
1.790 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.958 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.962 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
69.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |