UBS Call 144 ABEC 21.03.2025
/ CH1326159337
UBS Call 144 ABEC 21.03.2025/ CH1326159337 /
| 2024-10-10 7:32:08 PM |
Chg.+0.120 |
Bid9:58:53 PM |
Ask9:58:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.460EUR |
+5.13% |
-
Bid Size: - |
-
Ask Size: - |
ALPHABET INC.CL C DL... |
144.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
UM2F42 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ALPHABET INC.CL C DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
144.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.25 |
| Parity: |
0.50 |
| Time value: |
1.96 |
| Break-even: |
168.60 |
| Moneyness: |
1.03 |
| Premium: |
0.13 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.06 |
| Spread %: |
2.50% |
| Delta: |
0.62 |
| Theta: |
-0.07 |
| Omega: |
3.78 |
| Rho: |
0.30 |
Quote data
| Open: |
2.400 |
| High: |
2.500 |
| Low: |
2.380 |
| Previous Close: |
2.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.87% |
| 1 Month |
|
|
+44.71% |
| 3 Months |
|
|
-52.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.800 |
2.340 |
| 1M High / 1M Low: |
2.800 |
1.700 |
| 6M High / 6M Low: |
5.170 |
1.690 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.632 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.398 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.353 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.99% |
| Volatility 6M: |
|
91.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
