UBS Call 25.5 ZAL 20.09.2024
/ DE000UM3LGG4
UBS Call 25.5 ZAL 20.09.2024/ DE000UM3LGG4 /
2024-08-30 7:32:14 PM |
Chg.-0.012 |
Bid9:52:43 PM |
Ask9:52:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
-92.31% |
- Bid Size: - |
- Ask Size: - |
ZALANDO SE |
25.50 - |
2024-09-20 |
Call |
Master data
WKN: |
UM3LGG |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
ZALANDO SE |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
25.50 - |
Maturity: |
2024-09-20 |
Issue date: |
2024-03-26 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
23.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.80 |
Historic volatility: |
0.46 |
Parity: |
-0.21 |
Time value: |
0.10 |
Break-even: |
26.50 |
Moneyness: |
0.92 |
Premium: |
0.13 |
Premium p.a.: |
8.39 |
Spread abs.: |
0.10 |
Spread %: |
3,233.33% |
Delta: |
0.37 |
Theta: |
-0.04 |
Omega: |
8.58 |
Rho: |
0.00 |
Quote data
Open: |
0.020 |
High: |
0.022 |
Low: |
0.001 |
Previous Close: |
0.013 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-97.73% |
1 Month |
|
|
-99.03% |
3 Months |
|
|
-99.45% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.051 |
0.001 |
1M High / 1M Low: |
0.103 |
0.001 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.024 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.035 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
659.58% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |