UBS Call 3375 PCE1 17.01.2025
/ CH1329469832
UBS Call 3375 PCE1 17.01.2025/ CH1329469832 /
| 12/11/2024 21:56:48 |
Chg.-0.040 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.560EUR |
-2.50% |
-
Bid Size: - |
-
Ask Size: - |
BOOKING HLDGS DL... |
3,375.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
UM2VTF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BOOKING HLDGS DL-,008 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,375.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
01/03/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
1.02 |
| Historic volatility: |
0.24 |
| Parity: |
1.38 |
| Time value: |
0.22 |
| Break-even: |
4,975.00 |
| Moneyness: |
1.41 |
| Premium: |
0.05 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.85 |
| Theta: |
-3.92 |
| Omega: |
2.51 |
| Rho: |
4.37 |
Quote data
| Open: |
1.560 |
| High: |
1.600 |
| Low: |
1.530 |
| Previous Close: |
1.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.86% |
| 1 Month |
|
|
+77.27% |
| 3 Months |
|
|
+437.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.600 |
1.420 |
| 1M High / 1M Low: |
1.600 |
0.900 |
| 6M High / 6M Low: |
1.600 |
0.227 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.121 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.690 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.77% |
| Volatility 6M: |
|
126.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
