UBS Call 380 MUV2 21.03.2025
/ CH1322942868
UBS Call 380 MUV2 21.03.2025/ CH1322942868 /
6/3/2024 4:00:41 PM |
Chg.+0.130 |
Bid4:27:03 PM |
Ask4:27:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
9.960EUR |
+1.32% |
9.930 Bid Size: 25,000 |
9.970 Ask Size: 25,000 |
MUENCH.RUECKVERS.VNA... |
380.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
UM2G6X |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
380.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
2/8/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.14 |
Intrinsic value: |
7.79 |
Implied volatility: |
0.28 |
Historic volatility: |
0.17 |
Parity: |
7.79 |
Time value: |
2.20 |
Break-even: |
479.90 |
Moneyness: |
1.21 |
Premium: |
0.05 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.08 |
Spread %: |
0.81% |
Delta: |
0.84 |
Theta: |
-0.08 |
Omega: |
3.85 |
Rho: |
2.27 |
Quote data
Open: |
10.210 |
High: |
10.210 |
Low: |
9.750 |
Previous Close: |
9.830 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-3.11% |
1 Month |
|
|
+92.65% |
3 Months |
|
|
+55.14% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.280 |
9.550 |
1M High / 1M Low: |
10.280 |
5.170 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
9.864 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.922 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
107.89% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |