UBS Call 3400 PCE1 21.03.2025
/ CH1329476241
UBS Call 3400 PCE1 21.03.2025/ CH1329476241 /
03/09/2024 16:34:09 |
Chg.-0.040 |
Bid17:00:35 |
Ask17:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
-6.35% |
0.580 Bid Size: 50,000 |
0.610 Ask Size: 50,000 |
BOOKING HLDGS DL... |
3,400.00 - |
21/03/2025 |
Call |
Master data
WKN: |
UM27ZT |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BOOKING HLDGS DL-,008 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,400.00 - |
Maturity: |
21/03/2025 |
Issue date: |
01/03/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
1000:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.13 |
Implied volatility: |
0.54 |
Historic volatility: |
0.23 |
Parity: |
0.13 |
Time value: |
0.52 |
Break-even: |
4,050.00 |
Moneyness: |
1.04 |
Premium: |
0.15 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.02 |
Spread %: |
3.17% |
Delta: |
0.63 |
Theta: |
-1.49 |
Omega: |
3.45 |
Rho: |
8.68 |
Quote data
Open: |
0.590 |
High: |
0.610 |
Low: |
0.590 |
Previous Close: |
0.630 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-1.67% |
1 Month |
|
|
+90.32% |
3 Months |
|
|
-1.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.630 |
0.600 |
1M High / 1M Low: |
0.630 |
0.300 |
6M High / 6M Low: |
0.850 |
0.300 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.620 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.469 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.589 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
143.03% |
Volatility 6M: |
|
116.34% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |