UBS Call 3400 PCE1 17.01.2025
/ CH1329469840
UBS Call 3400 PCE1 17.01.2025/ CH1329469840 /
| 2024-09-03 7:53:27 PM |
Chg.-0.060 |
Bid7:53:27 PM |
Ask7:53:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-10.53% |
0.510
Bid Size: 50,000 |
0.540
Ask Size: 50,000 |
BOOKING HLDGS DL... |
3,400.00 - |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2025-01-16 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.23 |
| Parity: |
0.13 |
| Time value: |
0.47 |
| Break-even: |
4,000.00 |
| Moneyness: |
1.04 |
| Premium: |
0.13 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.03 |
| Spread %: |
5.26% |
| Delta: |
0.63 |
| Theta: |
-1.98 |
| Omega: |
3.69 |
| Rho: |
6.02 |
Quote data
| Open: |
0.530 |
| High: |
0.560 |
| Low: |
0.510 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.56% |
| 1 Month |
|
|
+121.74% |
| 3 Months |
|
|
-8.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.540 |
| 1M High / 1M Low: |
0.570 |
0.217 |
| 6M High / 6M Low: |
0.790 |
0.217 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.562 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.410 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.532 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.14% |
| Volatility 6M: |
|
134.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
