UBS Call 380 MUV2 20.06.2025
/ CH1322942926
UBS Call 380 MUV2 20.06.2025/ CH1322942926 /
| 2024-06-10 9:07:49 AM |
Chg.+0.07 |
Bid12:46:39 PM |
Ask12:46:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.22EUR |
+0.69% |
10.25
Bid Size: 25,000 |
10.29
Ask Size: 25,000 |
MUENCH.RUECKVERS.VNA... |
380.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
UM2R6X |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.91 |
| Intrinsic value: |
8.20 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
8.20 |
| Time value: |
2.22 |
| Break-even: |
484.20 |
| Moneyness: |
1.22 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.08 |
| Spread %: |
0.77% |
| Delta: |
0.87 |
| Theta: |
-0.06 |
| Omega: |
3.84 |
| Rho: |
3.04 |
Quote data
| Open: |
10.22 |
| High: |
10.22 |
| Low: |
10.22 |
| Previous Close: |
10.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.67% |
| 1 Month |
|
|
+11.09% |
| 3 Months |
|
|
+31.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.50 |
9.64 |
| 1M High / 1M Low: |
10.67 |
9.15 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
