UBS Call 13.5 GZF 20.06.2025
/ DE000UM7LKZ7
UBS Call 13.5 GZF 20.06.2025/ DE000UM7LKZ7 /
| 06/09/2024 19:33:37 |
Chg.-0.010 |
Bid19:53:28 |
Ask19:53:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-3.57% |
0.270
Bid Size: 20,000 |
0.330
Ask Size: 20,000 |
ENGIE S.A. INH. ... |
13.50 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
UM7LKZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ENGIE S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
26/06/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
0.26 |
| Time value: |
0.07 |
| Break-even: |
16.80 |
| Moneyness: |
1.19 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
22.22% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
4.14 |
| Rho: |
0.08 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.270 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.57% |
| 1 Month |
|
|
+30.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.260 |
| 1M High / 1M Low: |
0.280 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.257 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
