UBS Call 400 MUV2 21.03.2025
/ CH1322942884
UBS Call 400 MUV2 21.03.2025/ CH1322942884 /
2024-06-14 9:20:48 AM |
Chg.-0.57 |
Bid5:23:00 PM |
Ask5:23:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.31EUR |
-6.42% |
8.07 Bid Size: 25,000 |
8.11 Ask Size: 25,000 |
MUENCH.RUECKVERS.VNA... |
400.00 EUR |
2025-03-21 |
Call |
Master data
WKN: |
UM2E0R |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-02-08 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.65 |
Intrinsic value: |
6.14 |
Implied volatility: |
0.28 |
Historic volatility: |
0.17 |
Parity: |
6.14 |
Time value: |
2.54 |
Break-even: |
486.80 |
Moneyness: |
1.15 |
Premium: |
0.06 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.08 |
Spread %: |
0.93% |
Delta: |
0.80 |
Theta: |
-0.08 |
Omega: |
4.23 |
Rho: |
2.15 |
Quote data
Open: |
8.31 |
High: |
8.31 |
Low: |
8.31 |
Previous Close: |
8.88 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.09% |
1 Month |
|
|
+15.10% |
3 Months |
|
|
+36.90% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.08 |
8.22 |
1M High / 1M Low: |
9.08 |
7.22 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.69 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
8.22 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
83.97% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |