UBS Call 220 ADS 21.03.2025
/ DE000UM28CT5
UBS Call 220 ADS 21.03.2025/ DE000UM28CT5 /
2024-08-23 7:41:18 PM |
Chg.+0.020 |
Bid2024-08-23 |
Ask2024-08-23 |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
+3.77% |
- Bid Size: - |
- Ask Size: - |
ADIDAS AG NA O.N. |
220.00 - |
2025-03-21 |
Call |
Master data
WKN: |
UM28CT |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
ADIDAS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 - |
Maturity: |
2025-03-21 |
Issue date: |
2024-03-05 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
37.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.94 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.06 |
Historic volatility: |
0.27 |
Parity: |
-0.08 |
Time value: |
0.58 |
Break-even: |
225.80 |
Moneyness: |
1.00 |
Premium: |
0.03 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.03 |
Spread %: |
5.45% |
Delta: |
0.66 |
Theta: |
-0.02 |
Omega: |
25.10 |
Rho: |
0.80 |
Quote data
Open: |
0.540 |
High: |
0.560 |
Low: |
0.540 |
Previous Close: |
0.530 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-12.70% |
3 Months |
|
|
-6.78% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.500 |
1M High / 1M Low: |
0.680 |
0.490 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.530 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.559 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
71.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |