UBS Call 21 PHI1 21.03.2025
/ CH1322943742
UBS Call 21 PHI1 21.03.2025/ CH1322943742 /
| 7/9/2024 7:26:59 PM |
Chg.+0.010 |
Bid7:45:54 PM |
Ask7:45:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+2.13% |
0.470
Bid Size: 25,000 |
0.490
Ask Size: 25,000 |
KONINKL. PHILIPS EO ... |
21.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.37 |
| Parity: |
0.33 |
| Time value: |
0.16 |
| Break-even: |
25.90 |
| Moneyness: |
1.16 |
| Premium: |
0.07 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
4.26% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
3.82 |
| Rho: |
0.10 |
Quote data
| Open: |
0.480 |
| High: |
0.490 |
| Low: |
0.470 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.07% |
| 1 Month |
|
|
-4.00% |
| 3 Months |
|
|
+266.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.410 |
| 1M High / 1M Low: |
0.510 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.460 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.466 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
