UBS Call 21 PHI1 21.03.2025
/ CH1322943742
UBS Call 21 PHI1 21.03.2025/ CH1322943742 /
| 15/11/2024 09:32:15 |
Chg.+0.010 |
Bid22:00:23 |
Ask22:00:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+2.50% |
-
Bid Size: - |
-
Ask Size: - |
KONINKL. PHILIPS EO ... |
21.00 EUR |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
08/02/2024 |
| Last trading day: |
20/03/2025 |
| 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: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.77% |
| 1 Month |
|
|
-55.43% |
| 3 Months |
|
|
-33.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.400 |
| 1M High / 1M Low: |
0.920 |
0.390 |
| 6M High / 6M Low: |
0.920 |
0.390 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.420 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.612 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.610 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.22% |
| Volatility 6M: |
|
113.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
