UBS Call 19.5 ZAL 21.03.2025
/ CH1322931481
UBS Call 19.5 ZAL 21.03.2025/ CH1322931481 /
2024-12-20 5:18:08 PM |
Chg.-0.04 |
Bid10:00:21 PM |
Ask10:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.37EUR |
-2.84% |
- Bid Size: - |
- Ask Size: - |
ZALANDO SE |
19.50 EUR |
2025-03-21 |
Call |
Master data
WKN: |
UM2MPL |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
ZALANDO SE |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
19.50 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-02-08 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.36 |
Intrinsic value: |
1.35 |
Implied volatility: |
0.56 |
Historic volatility: |
0.41 |
Parity: |
1.35 |
Time value: |
0.02 |
Break-even: |
33.20 |
Moneyness: |
1.69 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.03 |
Spread %: |
2.24% |
Delta: |
0.98 |
Theta: |
0.00 |
Omega: |
2.36 |
Rho: |
0.05 |
Quote data
Open: |
1.36 |
High: |
1.37 |
Low: |
1.36 |
Previous Close: |
1.41 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.67% |
1 Month |
|
|
+31.73% |
3 Months |
|
|
+63.10% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.51 |
1.37 |
1M High / 1M Low: |
1.59 |
0.94 |
6M High / 6M Low: |
1.59 |
0.38 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.44 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.31 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.82 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
91.93% |
Volatility 6M: |
|
113.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |