UBS Call 15.5 GZF 19.12.2025
/ DE000UM5GNG5
UBS Call 15.5 GZF 19.12.2025/ DE000UM5GNG5 /
2024-09-06 7:33:57 PM |
Chg.-0.021 |
Bid7:57:27 PM |
Ask7:57:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
-13.91% |
0.128 Bid Size: 20,000 |
0.181 Ask Size: 20,000 |
ENGIE S.A. INH. ... |
15.50 EUR |
2025-12-19 |
Call |
Master data
WKN: |
UM5GNG |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
ENGIE S.A. INH. EO 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.50 EUR |
Maturity: |
2025-12-19 |
Issue date: |
2024-05-28 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.06 |
Implied volatility: |
0.15 |
Historic volatility: |
0.16 |
Parity: |
0.06 |
Time value: |
0.12 |
Break-even: |
17.31 |
Moneyness: |
1.04 |
Premium: |
0.07 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.05 |
Spread %: |
41.41% |
Delta: |
0.72 |
Theta: |
0.00 |
Omega: |
6.42 |
Rho: |
0.13 |
Quote data
Open: |
0.157 |
High: |
0.161 |
Low: |
0.128 |
Previous Close: |
0.151 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-10.34% |
1 Month |
|
|
+32.65% |
3 Months |
|
|
+13.04% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.151 |
0.130 |
1M High / 1M Low: |
0.151 |
0.098 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.139 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.129 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
105.15% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |