UBS Call 3450 PCE1 21.03.2025
/ CH1329476266
UBS Call 3450 PCE1 21.03.2025/ CH1329476266 /
| 2024-07-05 9:56:52 PM |
Chg.+0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
+1.52% |
-
Bid Size: - |
-
Ask Size: - |
BOOKING HLDGS DL... |
3,450.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
UM3KNE |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BOOKING HLDGS DL-,008 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,450.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.23 |
| Parity: |
0.18 |
| Time value: |
0.51 |
| Break-even: |
4,140.00 |
| Moneyness: |
1.05 |
| Premium: |
0.14 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
2.99% |
| Delta: |
0.65 |
| Theta: |
-1.20 |
| Omega: |
3.42 |
| Rho: |
11.81 |
Quote data
| Open: |
0.640 |
| High: |
0.670 |
| Low: |
0.620 |
| Previous Close: |
0.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.63% |
| 1 Month |
|
|
+8.06% |
| 3 Months |
|
|
+24.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.650 |
| 1M High / 1M Low: |
0.760 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.664 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.690 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
