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: |
|
- |