UBS Call 3400 PCE1 17.01.2025
/ CH1329469840
UBS Call 3400 PCE1 17.01.2025/ CH1329469840 /
| 7/29/2024 9:25:05 AM |
Chg.-0.010 |
Bid10:32:25 AM |
Ask10:32:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-2.13% |
0.470
Bid Size: 25,000 |
0.530
Ask Size: 25,000 |
BOOKING HLDGS DL... |
3,400.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
UM2XZL |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BOOKING HLDGS DL-,008 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,400.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
3/1/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.23 |
| Parity: |
0.01 |
| Time value: |
0.48 |
| Break-even: |
3,890.00 |
| Moneyness: |
1.00 |
| Premium: |
0.14 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.03 |
| Spread %: |
6.52% |
| Delta: |
0.59 |
| Theta: |
-1.46 |
| Omega: |
4.11 |
| Rho: |
7.18 |
Quote data
| Open: |
0.450 |
| High: |
0.460 |
| Low: |
0.450 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.13% |
| 1 Month |
|
|
-34.29% |
| 3 Months |
|
|
+4.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.470 |
| 1M High / 1M Low: |
0.800 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.554 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.649 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
