UBS Call 21 PHI1 21.03.2025
/ CH1322943742
UBS Call 21 PHI1 21.03.2025/ CH1322943742 /
| 2024-11-15 7:31:03 PM |
Chg.0.000 |
Bid7:46:09 PM |
Ask7:46:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
0.00% |
0.410
Bid Size: 20,000 |
0.430
Ask Size: 20,000 |
KONINKL. PHILIPS EO ... |
21.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
UM2KA6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.42 |
| Parity: |
0.36 |
| Time value: |
0.08 |
| Break-even: |
25.40 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
4.76% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
4.58 |
| Rho: |
0.05 |
Quote data
| Open: |
0.410 |
| High: |
0.430 |
| Low: |
0.410 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.67% |
| 1 Month |
|
|
-54.35% |
| 3 Months |
|
|
-32.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.420 |
| 1M High / 1M Low: |
0.920 |
0.400 |
| 6M High / 6M Low: |
0.920 |
0.400 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.430 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.610 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.612 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.93% |
| Volatility 6M: |
|
134.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
