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: |
|
- |