UBS Call 18.75 ZAL 21.03.2025/  CH1322931465  /

UBS Investment Bank
20/12/2024  21:54:40 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 21/03/2025 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: 21/03/2025
Issue date: 08/02/2024
Last trading day: 20/03/2025
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:   -