UBS Call 118 BIDU 20.06.2025
/ CH1326133084
UBS Call 118 BIDU 20.06.2025/ CH1326133084 /
2024-09-10 3:58:32 PM |
Chg.-0.010 |
Bid4:05:21 PM |
Ask4:05:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
-3.45% |
0.290 Bid Size: 25,000 |
0.310 Ask Size: 25,000 |
Baidu Inc |
118.00 USD |
2025-06-20 |
Call |
Master data
WKN: |
UM1SP7 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Baidu Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
118.00 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: |
23.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.32 |
Parity: |
-3.30 |
Time value: |
0.31 |
Break-even: |
110.03 |
Moneyness: |
0.69 |
Premium: |
0.49 |
Premium p.a.: |
0.67 |
Spread abs.: |
0.02 |
Spread %: |
6.90% |
Delta: |
0.23 |
Theta: |
-0.02 |
Omega: |
5.50 |
Rho: |
0.11 |
Quote data
Open: |
0.270 |
High: |
0.280 |
Low: |
0.270 |
Previous Close: |
0.290 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-15.15% |
1 Month |
|
|
+27900.00% |
3 Months |
|
|
-33.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.290 |
1M High / 1M Low: |
0.540 |
0.290 |
6M High / 6M Low: |
1.920 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.312 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.393 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.833 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
168.41% |
Volatility 6M: |
|
67,811.30% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |