UBS Call 3400 PCE1 21.03.2025
/ CH1329476241
UBS Call 3400 PCE1 21.03.2025/ CH1329476241 /
| 11/8/2024 7:35:52 PM |
Chg.-0.010 |
Bid9:54:11 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.470EUR |
-0.68% |
-
Bid Size: - |
-
Ask Size: - |
BOOKING HLDGS DL... |
3,400.00 - |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
3/1/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
1.21 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.23 |
| Parity: |
1.21 |
| Time value: |
0.26 |
| Break-even: |
4,870.00 |
| Moneyness: |
1.36 |
| Premium: |
0.06 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.68% |
| Delta: |
0.83 |
| Theta: |
-2.08 |
| Omega: |
2.61 |
| Rho: |
8.53 |
Quote data
| Open: |
1.430 |
| High: |
1.500 |
| Low: |
1.430 |
| Previous Close: |
1.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.21% |
| 1 Month |
|
|
+59.78% |
| 3 Months |
|
|
+320.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.560 |
1.330 |
| 1M High / 1M Low: |
1.560 |
0.900 |
| 6M High / 6M Low: |
1.560 |
0.300 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.097 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.717 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.88% |
| Volatility 6M: |
|
112.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
