UBS Call 18 ZAL 21.03.2025
/ CH1322931432
UBS Call 18 ZAL 21.03.2025/ CH1322931432 /
10/4/2024 9:53:28 PM |
Chg.+0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.190EUR |
+1.71% |
- 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: |
2.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.16 |
Intrinsic value: |
1.12 |
Implied volatility: |
0.69 |
Historic volatility: |
0.46 |
Parity: |
1.12 |
Time value: |
0.11 |
Break-even: |
30.20 |
Moneyness: |
1.62 |
Premium: |
0.04 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.03 |
Spread %: |
2.52% |
Delta: |
0.90 |
Theta: |
-0.01 |
Omega: |
2.16 |
Rho: |
0.06 |
Quote data
Open: |
1.170 |
High: |
1.240 |
Low: |
1.170 |
Previous Close: |
1.170 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.46% |
1 Month |
|
|
+133.33% |
3 Months |
|
|
+63.01% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.230 |
1.150 |
1M High / 1M Low: |
1.230 |
0.480 |
6M High / 6M Low: |
1.230 |
0.480 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.186 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.898 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.775 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
123.10% |
Volatility 6M: |
|
104.48% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |