UBS Call 16 CBK 21.03.2025
/ DE000UM5APL3
UBS Call 16 CBK 21.03.2025/ DE000UM5APL3 /
| 04/11/2024 08:07:33 |
Chg.0.000 |
Bid17:36:02 |
Ask17:36:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
0.00% |
0.570
Bid Size: 1,250 |
0.600
Ask Size: 1,250 |
COMMERZBANK AG |
16.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
UM5APL |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
07/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
27.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.32 |
| Parity: |
0.35 |
| Time value: |
0.25 |
| Break-even: |
16.60 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
5.26% |
| Delta: |
0.82 |
| Theta: |
0.00 |
| Omega: |
22.26 |
| Rho: |
0.05 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.64% |
| 1 Month |
|
|
+7.55% |
| 3 Months |
|
|
+83.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.540 |
| 1M High / 1M Low: |
0.610 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.552 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.574 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
