UBS Call 200 ADSK 21.03.2025/  DE000UM53ZP2  /

UBS Investment Bank
2024-11-07  9:55:27 PM Chg.+0.160 Bid- Ask- Underlying Strike price Expiration date Option type
10.270EUR +1.58% -
Bid Size: -
-
Ask Size: -
Autodesk Inc 200.00 - 2025-03-21 Call
 

Master data

WKN: UM53ZP
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Autodesk Inc
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2025-03-21
Issue date: 2024-06-03
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.86
Leverage: Yes

Calculated values

Fair value: 8.41
Intrinsic value: 8.17
Implied volatility: 0.78
Historic volatility: 0.25
Parity: 8.17
Time value: 1.67
Break-even: 298.40
Moneyness: 1.41
Premium: 0.06
Premium p.a.: 0.17
Spread abs.: -0.26
Spread %: -2.57%
Delta: 0.84
Theta: -0.13
Omega: 2.40
Rho: 0.51
 

Quote data

Open: 9.850
High: 10.320
Low: 9.750
Previous Close: 10.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.29%
1 Month  
+50.81%
3 Months  
+123.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.110 8.330
1M High / 1M Low: 10.110 6.810
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   8.920
Avg. volume 1W:   0.000
Avg. price 1M:   8.530
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   64.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -