UBS Call 3400 PCE1 17.01.2025
/ CH1329469840
UBS Call 3400 PCE1 17.01.2025/ CH1329469840 /
| 2024-11-08 9:49:20 AM |
Chg.-0.08 |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.41EUR |
-5.37% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
1.21 |
| Implied volatility: |
0.95 |
| Historic volatility: |
0.23 |
| Parity: |
1.21 |
| Time value: |
0.23 |
| Break-even: |
4,840.00 |
| Moneyness: |
1.36 |
| Premium: |
0.05 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.69% |
| Delta: |
0.83 |
| Theta: |
-3.65 |
| Omega: |
2.66 |
| Rho: |
4.53 |
Quote data
| Open: |
1.41 |
| High: |
1.41 |
| Low: |
1.41 |
| Previous Close: |
1.49 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.50% |
| 1 Month |
|
|
+67.86% |
| 3 Months |
|
|
+464.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.23 |
| 1M High / 1M Low: |
1.50 |
0.84 |
| 6M High / 6M Low: |
1.50 |
0.19 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.51% |
| Volatility 6M: |
|
158.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
