UBS Call 325 HD 21.03.2025
/ DE000UM40LY1
UBS Call 325 HD 21.03.2025/ DE000UM40LY1 /
| 2024-07-26 9:28:13 AM |
Chg.-0.020 |
Bid9:28:13 AM |
Ask9:28:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-4.44% |
0.430
Bid Size: 7,500 |
0.520
Ask Size: 7,500 |
Home Depot Inc |
325.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
UM40LY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Home Depot Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
325.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2025-03-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
0.26 |
| Time value: |
0.22 |
| Break-even: |
347.50 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
6.67% |
| Delta: |
0.72 |
| Theta: |
-0.07 |
| Omega: |
4.87 |
| Rho: |
1.21 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.69% |
| 1 Month |
|
|
+19.44% |
| 3 Months |
|
|
+10.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.430 |
| 1M High / 1M Low: |
0.570 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.478 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.413 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
