UBS Call 270 ADP 17.01.2025
/ DE000UM75KM4
UBS Call 270 ADP 17.01.2025/ DE000UM75KM4 /
2024-12-20 9:56:17 PM |
Chg.+0.140 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.470EUR |
+6.01% |
- Bid Size: - |
- Ask Size: - |
Automatic Data Proce... |
270.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
UM75KM |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Automatic Data Processing Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
270.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2024-08-21 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.36 |
Intrinsic value: |
2.30 |
Implied volatility: |
0.30 |
Historic volatility: |
0.14 |
Parity: |
2.30 |
Time value: |
0.21 |
Break-even: |
284.00 |
Moneyness: |
1.09 |
Premium: |
0.01 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.05 |
Spread %: |
2.03% |
Delta: |
0.87 |
Theta: |
-0.11 |
Omega: |
9.77 |
Rho: |
0.16 |
Quote data
Open: |
2.090 |
High: |
2.570 |
Low: |
1.930 |
Previous Close: |
2.330 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.85% |
1 Month |
|
|
-29.43% |
3 Months |
|
|
+51.53% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.720 |
2.060 |
1M High / 1M Low: |
3.730 |
2.060 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.442 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.056 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
142.56% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |