UBS Call 400 MUV2 20.06.2025
/ CH1322942942
UBS Call 400 MUV2 20.06.2025/ CH1322942942 /
| 2024-06-10 5:08:45 PM |
Chg.-0.150 |
Bid5:08:45 PM |
Ask5:08:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.610EUR |
-1.71% |
8.610
Bid Size: 25,000 |
8.650
Ask Size: 25,000 |
MUENCH.RUECKVERS.VNA... |
400.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
UM2FUX |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.25 |
| Intrinsic value: |
6.20 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
6.20 |
| Time value: |
2.64 |
| Break-even: |
488.40 |
| Moneyness: |
1.16 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.08 |
| Spread %: |
0.91% |
| Delta: |
0.82 |
| Theta: |
-0.07 |
| Omega: |
4.28 |
| Rho: |
2.98 |
Quote data
| Open: |
8.730 |
| High: |
8.830 |
| Low: |
8.420 |
| Previous Close: |
8.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.77% |
| 1 Month |
|
|
+4.11% |
| 3 Months |
|
|
+37.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.780 |
7.970 |
| 1M High / 1M Low: |
8.990 |
7.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.400 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
