UBS Call 140 BEI 21.03.2025
/ CH1322934733
UBS Call 140 BEI 21.03.2025/ CH1322934733 /
| 2024-05-17 9:51:44 PM |
Chg.+0.060 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.490EUR |
+4.20% |
-
Bid Size: - |
-
Ask Size: - |
BEIERSDORF AG O.N. |
140.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
UM2HWD |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.15 |
| Parity: |
0.47 |
| Time value: |
1.04 |
| Break-even: |
155.10 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.34% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
6.48 |
| Rho: |
0.70 |
Quote data
| Open: |
1.420 |
| High: |
1.510 |
| Low: |
1.390 |
| Previous Close: |
1.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.78% |
| 1 Month |
|
|
+50.51% |
| 3 Months |
|
|
+36.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.660 |
1.430 |
| 1M High / 1M Low: |
1.670 |
0.990 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.520 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.370 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
