UBS Call 205 CRM 17.01.2025
/ CH1304629954
UBS Call 205 CRM 17.01.2025/ CH1304629954 /
| 20/12/2024 19:25:27 |
Chg.+0.270 |
Bid21:56:56 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.850EUR |
+2.15% |
-
Bid Size: - |
-
Ask Size: - |
Salesforce Inc |
205.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
UL9A0N |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Salesforce Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
205.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
08/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
13.34 |
| Intrinsic value: |
13.29 |
| Implied volatility: |
- |
| Historic volatility: |
0.34 |
| Parity: |
13.29 |
| Time value: |
-0.44 |
| Break-even: |
325.07 |
| Moneyness: |
1.68 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.17 |
| Spread abs.: |
-0.03 |
| Spread %: |
-0.23% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
12.160 |
| High: |
13.070 |
| Low: |
11.670 |
| Previous Close: |
12.580 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.09% |
| 1 Month |
|
|
-1.76% |
| 3 Months |
|
|
+117.43% |
| YTD |
|
|
+75.79% |
| 1 Year |
|
|
+71.79% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
13.790 |
12.580 |
| 1M High / 1M Low: |
14.690 |
11.920 |
| 6M High / 6M Low: |
14.690 |
4.150 |
| High (YTD): |
06/12/2024 |
14.690 |
| Low (YTD): |
31/05/2024 |
3.640 |
| 52W High: |
06/12/2024 |
14.690 |
| 52W Low: |
31/05/2024 |
3.640 |
| Avg. price 1W: |
|
13.278 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
13.290 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.840 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
8.029 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
97.65% |
| Volatility 6M: |
|
102.09% |
| Volatility 1Y: |
|
102.78% |
| Volatility 3Y: |
|
- |
