UBS Call 115 NXS 21.03.2025
/ DE000UM6CP68
UBS Call 115 NXS 21.03.2025/ DE000UM6CP68 /
| 06/11/2024 17:29:51 |
Chg.-0.470 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.830EUR |
-20.43% |
-
Bid Size: - |
-
Ask Size: - |
NEXANS INH. ... |
115.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
UM6CP6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NEXANS INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
06/06/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.31 |
| Parity: |
1.69 |
| Time value: |
0.62 |
| Break-even: |
138.10 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.43% |
| Delta: |
0.77 |
| Theta: |
-0.04 |
| Omega: |
4.39 |
| Rho: |
0.29 |
Quote data
| Open: |
2.130 |
| High: |
2.310 |
| Low: |
1.830 |
| Previous Close: |
2.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.44% |
| 1 Month |
|
|
-18.30% |
| 3 Months |
|
|
+79.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.300 |
2.020 |
| 1M High / 1M Low: |
3.060 |
2.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.559 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
