UBS Call 15 GZF 19.12.2025/  DE000UM5J5M7  /

UBS Investment Bank
01/08/2024  16:05:57 Chg.-0.006 Bid16:05:57 Ask16:05:57 Underlying Strike price Expiration date Option type
0.096EUR -5.88% 0.096
Bid Size: 75,000
0.097
Ask Size: 75,000
ENGIE S.A. INH. ... 15.00 EUR 19/12/2025 Call
 

Master data

WKN: UM5J5M
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ENGIE S.A. INH. EO 1
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 19/12/2025
Issue date: 28/05/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.85
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.16
Parity: -0.05
Time value: 0.11
Break-even: 16.05
Moneyness: 0.97
Premium: 0.10
Premium p.a.: 0.07
Spread abs.: 0.00
Spread %: 2.94%
Delta: 0.58
Theta: 0.00
Omega: 8.01
Rho: 0.10
 

Quote data

Open: 0.097
High: 0.097
Low: 0.070
Previous Close: 0.102
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.49%
1 Month  
+33.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.102 0.071
1M High / 1M Low: 0.102 0.067
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.091
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   180.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -