UBS Call 18 ZAL 21.03.2025
/ CH1322931432
UBS Call 18 ZAL 21.03.2025/ CH1322931432 /
| 2024-08-30 7:31:39 PM |
Chg.-0.040 |
Bid9:54:53 PM |
Ask9:54:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-5.71% |
-
Bid Size: - |
-
Ask Size: - |
ZALANDO SE |
18.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
UM17W5 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.46 |
| Parity: |
0.54 |
| Time value: |
0.15 |
| Break-even: |
24.90 |
| Moneyness: |
1.30 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
4.55% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
2.79 |
| Rho: |
0.07 |
Quote data
| Open: |
0.700 |
| High: |
0.710 |
| Low: |
0.650 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
-10.81% |
| 3 Months |
|
|
-17.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.660 |
| 1M High / 1M Low: |
0.780 |
0.540 |
| 6M High / 6M Low: |
1.090 |
0.420 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.722 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.669 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.747 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.49% |
| Volatility 6M: |
|
119.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
