UBS Call 290 CRM 21.03.2025/  CH1326171522  /

Frankfurt Zert./UBS
2024-11-14  3:09:57 PM Chg.-0.230 Bid9:56:59 PM Ask9:56:59 PM Underlying Strike price Expiration date Option type
6.010EUR -3.69% -
Bid Size: -
-
Ask Size: -
Salesforce Inc 290.00 USD 2025-03-21 Call
 

Master data

WKN: UM2HE0
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Salesforce Inc
Type: Warrant
Option type: Call
Strike price: 290.00 USD
Maturity: 2025-03-21
Issue date: 2024-02-15
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.35
Leverage: Yes

Calculated values

Fair value: 5.74
Intrinsic value: 4.90
Implied volatility: 0.39
Historic volatility: 0.32
Parity: 4.90
Time value: 1.14
Break-even: 334.87
Moneyness: 1.18
Premium: 0.04
Premium p.a.: 0.11
Spread abs.: 0.09
Spread %: 1.51%
Delta: 0.81
Theta: -0.10
Omega: 4.34
Rho: 0.70
 

Quote data

Open: 5.870
High: 6.100
Low: 5.870
Previous Close: 6.240
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+51.77%
1 Month  
+145.31%
3 Months  
+292.81%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.240 3.960
1M High / 1M Low: 6.240 2.160
6M High / 6M Low: 6.240 0.820
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.634
Avg. volume 1W:   0.000
Avg. price 1M:   3.341
Avg. volume 1M:   0.000
Avg. price 6M:   1.957
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   205.22%
Volatility 6M:   211.93%
Volatility 1Y:   -
Volatility 3Y:   -