UBS Call 200 ADI 21.03.2025
/ DE000UP60B37
UBS Call 200 ADI 21.03.2025/ DE000UP60B37 /
| 2024-12-23 8:31:36 AM |
Chg.+0.43 |
Bid12:06:21 PM |
Ask12:06:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.28EUR |
+23.24% |
2.20
Bid Size: 7,500 |
2.38
Ask Size: 7,500 |
Analog Devices Inc |
200.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
UP60B3 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-11-26 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.30 |
| Parity: |
1.13 |
| Time value: |
1.17 |
| Break-even: |
214.69 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.06 |
| Spread %: |
2.68% |
| Delta: |
0.66 |
| Theta: |
-0.09 |
| Omega: |
5.84 |
| Rho: |
0.27 |
Quote data
| Open: |
2.28 |
| High: |
2.28 |
| Low: |
2.28 |
| Previous Close: |
1.85 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.43% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.49 |
1.85 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
