UBS Call 18.75 ZAL 21.03.2025
/ CH1322931465
UBS Call 18.75 ZAL 21.03.2025/ CH1322931465 /
| 2024-12-20 9:54:40 PM |
Chg.-0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.420EUR |
-1.39% |
-
Bid Size: - |
-
Ask Size: - |
ZALANDO SE |
18.75 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
UM2P83 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.75 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.41 |
| Parity: |
1.42 |
| Time value: |
0.03 |
| Break-even: |
33.25 |
| Moneyness: |
1.76 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
2.11% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
2.21 |
| Rho: |
0.04 |
Quote data
| Open: |
1.430 |
| High: |
1.460 |
| Low: |
1.410 |
| Previous Close: |
1.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.55% |
| 1 Month |
|
|
+29.09% |
| 3 Months |
|
|
+59.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.570 |
1.420 |
| 1M High / 1M Low: |
1.650 |
1.010 |
| 6M High / 6M Low: |
1.650 |
0.430 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.474 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.363 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.877 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.12% |
| Volatility 6M: |
|
105.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
