UBS Call 145 BEI 21.03.2025
/ CH1322934741
UBS Call 145 BEI 21.03.2025/ CH1322934741 /
| 2024-05-28 7:38:44 PM |
Chg.-0.120 |
Bid9:44:34 PM |
Ask9:44:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.140EUR |
-9.52% |
-
Bid Size: - |
-
Ask Size: - |
BEIERSDORF AG O.N. |
145.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
UM2BDP |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.14 |
| Parity: |
0.09 |
| Time value: |
1.19 |
| Break-even: |
157.80 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.59% |
| Delta: |
0.62 |
| Theta: |
-0.02 |
| Omega: |
7.04 |
| Rho: |
0.63 |
Quote data
| Open: |
1.260 |
| High: |
1.260 |
| Low: |
1.140 |
| Previous Close: |
1.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.31% |
| 1 Month |
|
|
+17.53% |
| 3 Months |
|
|
+80.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.300 |
1.140 |
| 1M High / 1M Low: |
1.350 |
0.970 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.200 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
