UBS Call 3425 PCE1 21.03.2025
/ CH1329476258
UBS Call 3425 PCE1 21.03.2025/ CH1329476258 /
| 03/09/2024 09:31:39 |
Chg.0.000 |
Bid20:56:47 |
Ask20:56:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
0.00% |
0.550
Bid Size: 50,000 |
0.570
Ask Size: 50,000 |
BOOKING HLDGS DL... |
3,425.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
UM3GAX |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BOOKING HLDGS DL-,008 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,425.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
01/03/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.23 |
| Parity: |
0.11 |
| Time value: |
0.53 |
| Break-even: |
4,065.00 |
| Moneyness: |
1.03 |
| Premium: |
0.15 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.03 |
| Spread %: |
4.92% |
| Delta: |
0.63 |
| Theta: |
-1.50 |
| Omega: |
3.47 |
| Rho: |
8.60 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.00% |
| 1 Month |
|
|
+81.25% |
| 3 Months |
|
|
-4.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.500 |
| 1M High / 1M Low: |
0.580 |
0.241 |
| 6M High / 6M Low: |
0.780 |
0.241 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.421 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.559 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.54% |
| Volatility 6M: |
|
141.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
