UBS Call 35 BAC 20.06.2025
/ CH1326132888
UBS Call 35 BAC 20.06.2025/ CH1326132888 /
| 2024-06-10 11:59:48 AM |
Chg.-0.020 |
Bid11:59:48 AM |
Ask11:59:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-2.90% |
0.670
Bid Size: 5,000 |
0.740
Ask Size: 5,000 |
Bank of America Corp... |
35.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
UM1SP9 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
0.44 |
| Time value: |
0.31 |
| Break-even: |
39.97 |
| Moneyness: |
1.14 |
| Premium: |
0.08 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
8.70% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
3.73 |
| Rho: |
0.21 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.660 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.29% |
| 1 Month |
|
|
+11.67% |
| 3 Months |
|
|
+48.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.650 |
| 1M High / 1M Low: |
0.700 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.645 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
