UBS Call 410 MUV2 20.06.2025
/ CH1322942959
UBS Call 410 MUV2 20.06.2025/ CH1322942959 /
2024-05-28 11:37:00 AM |
Chg.-0.010 |
Bid11:37:00 AM |
Ask11:37:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
8.220EUR |
-0.12% |
8.220 Bid Size: 25,000 |
8.260 Ask Size: 25,000 |
MUENCH.RUECKVERS.VNA... |
410.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
UM17P5 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
410.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2024-02-08 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.64 |
Intrinsic value: |
5.25 |
Implied volatility: |
0.23 |
Historic volatility: |
0.17 |
Parity: |
5.25 |
Time value: |
3.06 |
Break-even: |
493.10 |
Moneyness: |
1.13 |
Premium: |
0.07 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.08 |
Spread %: |
0.97% |
Delta: |
0.79 |
Theta: |
-0.07 |
Omega: |
4.40 |
Rho: |
3.00 |
Quote data
Open: |
8.190 |
High: |
8.370 |
Low: |
8.170 |
Previous Close: |
8.230 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.37% |
1 Month |
|
|
+75.27% |
3 Months |
|
|
+69.14% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.230 |
7.470 |
1M High / 1M Low: |
8.230 |
3.890 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.008 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.518 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
133.84% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |