UBS Call 12 FTE 21.03.2025/  CH1322943890  /

EUWAX
2024-07-25  9:14:35 AM Chg.-0.045 Bid2:19:41 PM Ask2:19:41 PM Underlying Strike price Expiration date Option type
0.018EUR -71.43% 0.057
Bid Size: 10,000
0.067
Ask Size: 10,000
ORANGE INH. ... 12.00 EUR 2025-03-21 Call
 

Master data

WKN: UM2FT3
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 2025-03-21
Issue date: 2024-02-08
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 134.28
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.14
Parity: -1.80
Time value: 0.08
Break-even: 12.08
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 0.29
Spread abs.: 0.03
Spread %: 65.22%
Delta: 0.13
Theta: 0.00
Omega: 17.75
Rho: 0.01
 

Quote data

Open: 0.018
High: 0.018
Low: 0.018
Previous Close: 0.063
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -58.14%
1 Month
  -35.71%
3 Months
  -87.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.063 0.033
1M High / 1M Low: 0.063 0.022
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.049
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   438.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -