UBS Call 18 ZAL 21.03.2025
/ CH1322931432
UBS Call 18 ZAL 21.03.2025/ CH1322931432 /
| 11/8/2024 9:28:23 PM |
Chg.+0.050 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
+5.43% |
-
Bid Size: - |
-
Ask Size: - |
ZALANDO SE |
18.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.44 |
| Parity: |
0.92 |
| Time value: |
0.08 |
| Break-even: |
28.00 |
| Moneyness: |
1.51 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
3.09% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
2.45 |
| Rho: |
0.05 |
Quote data
| Open: |
0.910 |
| High: |
0.970 |
| Low: |
0.890 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.83% |
| 1 Month |
|
|
-20.49% |
| 3 Months |
|
|
+53.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.850 |
| 1M High / 1M Low: |
1.290 |
0.850 |
| 6M High / 6M Low: |
1.290 |
0.480 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.954 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.130 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.812 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.02% |
| Volatility 6M: |
|
99.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
