UBS Call 12.5 FMC1 21.03.2025
/ CH1326152621
UBS Call 12.5 FMC1 21.03.2025/ CH1326152621 /
06/09/2024 21:53:20 |
Chg.-0.050 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
-10.42% |
- Bid Size: - |
- Ask Size: - |
FORD MOTOR D... |
12.50 - |
21/03/2025 |
Call |
Master data
WKN: |
UM2LHP |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FORD MOTOR DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
12.50 - |
Maturity: |
21/03/2025 |
Issue date: |
15/02/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
19.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.33 |
Parity: |
-2.81 |
Time value: |
0.50 |
Break-even: |
13.00 |
Moneyness: |
0.78 |
Premium: |
0.34 |
Premium p.a.: |
0.73 |
Spread abs.: |
0.02 |
Spread %: |
4.17% |
Delta: |
0.29 |
Theta: |
0.00 |
Omega: |
5.66 |
Rho: |
0.01 |
Quote data
Open: |
0.450 |
High: |
0.510 |
Low: |
0.420 |
Previous Close: |
0.480 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-27.12% |
1 Month |
|
|
+30.30% |
3 Months |
|
|
-62.61% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.430 |
1M High / 1M Low: |
0.670 |
0.300 |
6M High / 6M Low: |
2.600 |
0.300 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.504 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.480 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.233 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
154.77% |
Volatility 6M: |
|
172.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |