UBS Call 150 BEI 21.03.2025
/ CH1322934758
UBS Call 150 BEI 21.03.2025/ CH1322934758 /
| 2024-06-03 12:07:51 PM |
Chg.-0.060 |
Bid12:30:02 PM |
Ask12:30:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-6.67% |
0.860
Bid Size: 25,000 |
0.870
Ask Size: 25,000 |
BEIERSDORF AG O.N. |
150.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
UM2DJV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.14 |
| Parity: |
-0.57 |
| Time value: |
0.94 |
| Break-even: |
159.40 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
2.17% |
| Delta: |
0.51 |
| Theta: |
-0.02 |
| Omega: |
7.91 |
| Rho: |
0.52 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.840 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
-6.67% |
| 3 Months |
|
|
+75.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.830 |
| 1M High / 1M Low: |
1.080 |
0.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.890 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.951 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
