UBS Call 14 GZF 20.06.2025
/ CH1322951240
UBS Call 14 GZF 20.06.2025/ CH1322951240 /
| 9/6/2024 7:31:36 PM |
Chg.-0.008 |
Bid7:57:27 PM |
Ask7:57:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.242EUR |
-3.20% |
0.239
Bid Size: 20,000 |
0.290
Ask Size: 20,000 |
ENGIE S.A. INH. ... |
14.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
UM2BUA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ENGIE S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
0.21 |
| Time value: |
0.08 |
| Break-even: |
16.90 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
21.34% |
| Delta: |
0.81 |
| Theta: |
0.00 |
| Omega: |
4.51 |
| Rho: |
0.08 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.239 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.20% |
| 1 Month |
|
|
+32.97% |
| 3 Months |
|
|
+18.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.240 |
| 1M High / 1M Low: |
0.250 |
0.213 |
| 6M High / 6M Low: |
0.270 |
0.074 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.245 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.232 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.181 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
43.05% |
| Volatility 6M: |
|
136.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
