UBS Call 405 SRT3 21.03.2025
/ DE000UM2WN03
UBS Call 405 SRT3 21.03.2025/ DE000UM2WN03 /
| 2024-05-21 10:24:10 AM |
Chg.+0.014 |
Bid10:25:01 AM |
Ask10:25:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.106EUR |
+15.22% |
0.105
Bid Size: 500,000 |
0.115
Ask Size: 500,000 |
SARTORIUS AG VZO O.N... |
405.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
UM2WN0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SARTORIUS AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
405.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2025-03-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.46 |
| Parity: |
-1.35 |
| Time value: |
0.12 |
| Break-even: |
417.20 |
| Moneyness: |
0.67 |
| Premium: |
0.55 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.03 |
| Spread %: |
32.61% |
| Delta: |
0.23 |
| Theta: |
-0.06 |
| Omega: |
5.14 |
| Rho: |
0.42 |
Quote data
| Open: |
0.092 |
| High: |
0.106 |
| Low: |
0.092 |
| Previous Close: |
0.092 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.38% |
| 1 Month |
|
|
+0.95% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.157 |
0.092 |
| 1M High / 1M Low: |
0.171 |
0.092 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.117 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.134 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
279.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
