UBS Call 440 MUV2 20.06.2025
/ CH1326165508
UBS Call 440 MUV2 20.06.2025/ CH1326165508 /
31/05/2024 21:54:56 |
Chg.+0.310 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.840EUR |
+5.61% |
- Bid Size: - |
- Ask Size: - |
MUENCH.RUECKVERS.VNA... |
440.00 - |
20/06/2025 |
Call |
Master data
WKN: |
UM2LQ6 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
440.00 - |
Maturity: |
20/06/2025 |
Issue date: |
15/02/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.16 |
Intrinsic value: |
1.79 |
Implied volatility: |
0.22 |
Historic volatility: |
0.17 |
Parity: |
1.79 |
Time value: |
4.13 |
Break-even: |
499.20 |
Moneyness: |
1.04 |
Premium: |
0.09 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.08 |
Spread %: |
1.37% |
Delta: |
0.68 |
Theta: |
-0.07 |
Omega: |
5.26 |
Rho: |
2.65 |
Quote data
Open: |
5.500 |
High: |
6.070 |
Low: |
5.490 |
Previous Close: |
5.530 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.79% |
1 Month |
|
|
+101.38% |
3 Months |
|
|
+71.76% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.160 |
5.530 |
1M High / 1M Low: |
6.160 |
2.540 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.822 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.027 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
158.60% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |