UBS Call 390 MUV2 20.06.2025
/ CH1322942934
UBS Call 390 MUV2 20.06.2025/ CH1322942934 /
| 2024-06-10 10:16:26 AM |
Chg.-0.400 |
Bid10:37:26 AM |
Ask10:37:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.230EUR |
-4.15% |
9.330
Bid Size: 25,000 |
9.370
Ask Size: 25,000 |
MUENCH.RUECKVERS.VNA... |
390.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
UM2R79 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.07 |
| Intrinsic value: |
7.20 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
7.20 |
| Time value: |
2.42 |
| Break-even: |
486.20 |
| Moneyness: |
1.18 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.08 |
| Spread %: |
0.84% |
| Delta: |
0.84 |
| Theta: |
-0.06 |
| Omega: |
4.05 |
| Rho: |
3.02 |
Quote data
| Open: |
9.490 |
| High: |
9.590 |
| Low: |
9.230 |
| Previous Close: |
9.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.33% |
| 1 Month |
|
|
+2.56% |
| 3 Months |
|
|
+33.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.630 |
8.680 |
| 1M High / 1M Low: |
9.760 |
8.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.268 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.169 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
