UBS Call 150 BEI 20.06.2025
/ CH1322934790
UBS Call 150 BEI 20.06.2025/ CH1322934790 /
03/06/2024 09:13:16 |
Chg.+0.10 |
Bid11:11:12 |
Ask11:11:12 |
Underlying |
Strike price |
Expiration date |
Option type |
1.11EUR |
+9.90% |
1.03 Bid Size: 25,000 |
1.04 Ask Size: 25,000 |
BEIERSDORF AG O.N. |
150.00 EUR |
20/06/2025 |
Call |
Master data
WKN: |
UM2SWB |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BEIERSDORF AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
08/02/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
13.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.84 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.14 |
Parity: |
-0.57 |
Time value: |
1.10 |
Break-even: |
161.00 |
Moneyness: |
0.96 |
Premium: |
0.12 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
1.85% |
Delta: |
0.54 |
Theta: |
-0.02 |
Omega: |
7.08 |
Rho: |
0.70 |
Quote data
Open: |
1.11 |
High: |
1.11 |
Low: |
1.11 |
Previous Close: |
1.01 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.48% |
1 Month |
|
|
+7.77% |
3 Months |
|
|
+94.74% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.17 |
1.01 |
1M High / 1M Low: |
1.28 |
1.01 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.09 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.13 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
95.16% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |