UBS Call 120 BIDU 21.03.2025
/ CH1326133076
UBS Call 120 BIDU 21.03.2025/ CH1326133076 /
| 9/10/2024 4:30:54 PM |
Chg.-0.002 |
Bid4:30:54 PM |
Ask4:30:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.139EUR |
-1.42% |
0.139
Bid Size: 25,000 |
0.159
Ask Size: 25,000 |
Baidu Inc |
120.00 USD |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
2/19/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
45.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.32 |
| Parity: |
-3.48 |
| Time value: |
0.16 |
| Break-even: |
110.35 |
| Moneyness: |
0.68 |
| Premium: |
0.49 |
| Premium p.a.: |
1.14 |
| Spread abs.: |
0.02 |
| Spread %: |
14.18% |
| Delta: |
0.15 |
| Theta: |
-0.02 |
| Omega: |
7.04 |
| Rho: |
0.05 |
Quote data
| Open: |
0.112 |
| High: |
0.144 |
| Low: |
0.106 |
| Previous Close: |
0.141 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.02% |
| 1 Month |
|
|
+13800.00% |
| 3 Months |
|
|
-78.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.176 |
0.001 |
| 1M High / 1M Low: |
0.330 |
0.001 |
| 6M High / 6M Low: |
1.540 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.125 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.195 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.606 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131,852.35% |
| Volatility 6M: |
|
93,182.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
