UBS Call 75 P911 21.03.2025
/ DE000UM1L725
UBS Call 75 P911 21.03.2025/ DE000UM1L725 /
2024-06-20 9:19:21 AM |
Chg.+0.020 |
Bid9:50:02 AM |
Ask9:50:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
+6.90% |
0.320 Bid Size: 25,000 |
0.330 Ask Size: 25,000 |
PORSCHE AG VZ |
75.00 EUR |
2025-03-21 |
Call |
Master data
WKN: |
UM1L72 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
PORSCHE AG VZ |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-02-14 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
21.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.27 |
Parity: |
-0.65 |
Time value: |
0.32 |
Break-even: |
78.20 |
Moneyness: |
0.91 |
Premium: |
0.14 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.03 |
Spread %: |
10.34% |
Delta: |
0.40 |
Theta: |
-0.01 |
Omega: |
8.51 |
Rho: |
0.18 |
Quote data
Open: |
0.300 |
High: |
0.310 |
Low: |
0.300 |
Previous Close: |
0.290 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.06% |
1 Month |
|
|
-41.51% |
3 Months |
|
|
-58.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.290 |
1M High / 1M Low: |
0.530 |
0.290 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.324 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.403 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |