UBS Call 14.5 CAR 20.06.2025
/ CH1326152266
UBS Call 14.5 CAR 20.06.2025/ CH1326152266 /
| 2024-05-17 3:07:44 PM |
Chg.+0.018 |
Bid2024-05-17 |
Ask2024-05-17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+7.76% |
0.250
Bid Size: 100,000 |
0.260
Ask Size: 100,000 |
CARREFOUR S.A. INH.E... |
14.50 - |
2025-06-20 |
Call |
Master data
| WKN: |
UM2RU8 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.50 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.20 |
| Parity: |
0.17 |
| Time value: |
0.06 |
| Break-even: |
16.87 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
2.60% |
| Delta: |
0.94 |
| Theta: |
0.00 |
| Omega: |
6.40 |
| Rho: |
0.14 |
Quote data
| Open: |
0.236 |
| High: |
0.250 |
| Low: |
0.236 |
| Previous Close: |
0.232 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+25.63% |
| 3 Months |
|
|
+27.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.228 |
| 1M High / 1M Low: |
0.270 |
0.188 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.221 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
