UBS Call 15.5 GZF 19.12.2025
/ DE000UM5GNG5
UBS Call 15.5 GZF 19.12.2025/ DE000UM5GNG5 /
10/10/2024 18:40:12 |
Chg.+0.009 |
Bid18:40:12 |
Ask18:40:12 |
Underlying |
Strike price |
Expiration date |
Option type |
0.114EUR |
+8.57% |
0.114 Bid Size: 25,000 |
0.116 Ask Size: 25,000 |
ENGIE S.A. INH. ... |
15.50 EUR |
19/12/2025 |
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: |
19/12/2025 |
Issue date: |
28/05/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
14.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.12 |
Historic volatility: |
0.16 |
Parity: |
-0.01 |
Time value: |
0.11 |
Break-even: |
16.58 |
Moneyness: |
0.99 |
Premium: |
0.08 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.00 |
Spread %: |
2.86% |
Delta: |
0.62 |
Theta: |
0.00 |
Omega: |
8.82 |
Rho: |
0.10 |
Quote data
Open: |
0.109 |
High: |
0.117 |
Low: |
0.106 |
Previous Close: |
0.105 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.76% |
1 Month |
|
|
-22.97% |
3 Months |
|
|
+80.95% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.100 |
1M High / 1M Low: |
0.155 |
0.100 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.104 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.127 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
114.01% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |