UBS Call 215 TMUS 21.03.2025
/ DE000UM77QY2
UBS Call 215 TMUS 21.03.2025/ DE000UM77QY2 /
12/23/2024 7:34:29 PM |
Chg.+0.060 |
Bid9:56:34 PM |
Ask9:56:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.540EUR |
+4.05% |
- Bid Size: - |
- Ask Size: - |
T Mobile US Inc |
215.00 USD |
3/21/2025 |
Call |
Master data
WKN: |
UM77QY |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
T Mobile US Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
215.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
8/21/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.12 |
Intrinsic value: |
0.64 |
Implied volatility: |
0.27 |
Historic volatility: |
0.16 |
Parity: |
0.64 |
Time value: |
0.91 |
Break-even: |
222.15 |
Moneyness: |
1.03 |
Premium: |
0.04 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.03 |
Spread %: |
1.97% |
Delta: |
0.63 |
Theta: |
-0.07 |
Omega: |
8.72 |
Rho: |
0.29 |
Quote data
Open: |
1.390 |
High: |
1.540 |
Low: |
1.350 |
Previous Close: |
1.480 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+1.99% |
1 Month |
|
|
-47.44% |
3 Months |
|
|
+83.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.540 |
1.480 |
1M High / 1M Low: |
3.580 |
1.480 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.510 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.614 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
175.32% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |