UBS Call 800 MOH 21.03.2025
/ DE000UM16D90
UBS Call 800 MOH 21.03.2025/ DE000UM16D90 /
2024-06-06 1:18:51 PM |
Chg.+0.110 |
Bid2024-06-06 |
Ask2024-06-06 |
Underlying |
Strike price |
Expiration date |
Option type |
1.330EUR |
+9.02% |
1.330 Bid Size: 2,500 |
1.360 Ask Size: 2,500 |
LVMH E... |
800.00 EUR |
2025-03-21 |
Call |
Master data
WKN: |
UM16D9 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
LVMH EO 0,3 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
800.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-02-14 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
57.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.96 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.09 |
Historic volatility: |
0.26 |
Parity: |
-4.74 |
Time value: |
1.31 |
Break-even: |
813.10 |
Moneyness: |
0.94 |
Premium: |
0.08 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.09 |
Spread %: |
7.38% |
Delta: |
0.35 |
Theta: |
-0.06 |
Omega: |
20.20 |
Rho: |
1.98 |
Quote data
Open: |
1.230 |
High: |
1.330 |
Low: |
1.230 |
Previous Close: |
1.220 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+19.82% |
1 Month |
|
|
-6.99% |
3 Months |
|
|
-21.30% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.220 |
1.110 |
1M High / 1M Low: |
1.510 |
1.090 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.144 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.337 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
62.99% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |