UBS Call 120 BIDU 21.03.2025
/ CH1326133076
UBS Call 120 BIDU 21.03.2025/ CH1326133076 /
| 2024-07-10 1:06:36 PM |
Chg.+0.085 |
Bid1:06:36 PM |
Ask1:06:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.187EUR |
+83.33% |
0.187
Bid Size: 20,000 |
0.770
Ask Size: 20,000 |
Baidu Inc |
120.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
UM1319 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.33 |
| Parity: |
-2.27 |
| Time value: |
0.65 |
| Break-even: |
117.46 |
| Moneyness: |
0.80 |
| Premium: |
0.33 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.55 |
| Spread %: |
537.25% |
| Delta: |
0.36 |
| Theta: |
-0.03 |
| Omega: |
4.83 |
| Rho: |
0.17 |
Quote data
| Open: |
0.142 |
| High: |
0.203 |
| Low: |
0.107 |
| Previous Close: |
0.102 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18600.00% |
| 1 Month |
|
|
-70.78% |
| 3 Months |
|
|
-84.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.102 |
0.001 |
| 1M High / 1M Low: |
0.640 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.021 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.194 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163,696.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
