UBS Call 390 MUV2 21.03.2025
/ CH1322942876
UBS Call 390 MUV2 21.03.2025/ CH1322942876 /
| 6/14/2024 9:42:24 PM |
Chg.-0.550 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.870EUR |
-5.84% |
-
Bid Size: - |
-
Ask Size: - |
MUENCH.RUECKVERS.VNA... |
390.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
UM2G79 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.50 |
| Intrinsic value: |
7.14 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
7.14 |
| Time value: |
2.36 |
| Break-even: |
485.00 |
| Moneyness: |
1.18 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.08 |
| Spread %: |
0.85% |
| Delta: |
0.82 |
| Theta: |
-0.08 |
| Omega: |
3.97 |
| Rho: |
2.17 |
Quote data
| Open: |
9.410 |
| High: |
9.440 |
| Low: |
8.580 |
| Previous Close: |
9.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.80% |
| 1 Month |
|
|
+11.01% |
| 3 Months |
|
|
+28.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.700 |
9.130 |
| 1M High / 1M Low: |
9.700 |
7.900 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.330 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.969 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
