UBS Call 3425 PCE1 17.01.2025
/ CH1329469857
UBS Call 3425 PCE1 17.01.2025/ CH1329469857 /
| 2024-11-12 9:55:45 PM |
Chg.-0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.520EUR |
-1.94% |
-
Bid Size: - |
-
Ask Size: - |
BOOKING HLDGS DL... |
3,425.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
UM2W5F |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BOOKING HLDGS DL-,008 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,425.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2025-01-16 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.33 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.24 |
| Parity: |
1.33 |
| Time value: |
0.09 |
| Break-even: |
4,845.00 |
| Moneyness: |
1.39 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
-0.13 |
| Spread %: |
-8.39% |
| Delta: |
0.90 |
| Theta: |
-2.10 |
| Omega: |
3.01 |
| Rho: |
5.16 |
Quote data
| Open: |
1.510 |
| High: |
1.560 |
| Low: |
1.490 |
| Previous Close: |
1.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.14% |
| 1 Month |
|
|
+80.95% |
| 3 Months |
|
|
+484.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.550 |
1.380 |
| 1M High / 1M Low: |
1.550 |
0.850 |
| 6M High / 6M Low: |
1.550 |
0.206 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.454 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.078 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.654 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.62% |
| Volatility 6M: |
|
133.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
