UBS Call 3475 PCE1 21.03.2025
/ CH1329476274
UBS Call 3475 PCE1 21.03.2025/ CH1329476274 /
| 9/3/2024 9:31:40 AM |
Chg.-0.010 |
Bid10:00:23 PM |
Ask10:00:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-1.82% |
-
Bid Size: - |
-
Ask Size: - |
BOOKING HLDGS DL... |
3,475.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
UM3GAY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BOOKING HLDGS DL-,008 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,475.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
3/1/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.23 |
| Parity: |
0.06 |
| Time value: |
0.54 |
| Break-even: |
4,075.00 |
| Moneyness: |
1.02 |
| Premium: |
0.15 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
3.45% |
| Delta: |
0.61 |
| Theta: |
-1.48 |
| Omega: |
3.61 |
| Rho: |
8.53 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.89% |
| 1 Month |
|
|
+80.00% |
| 3 Months |
|
|
-5.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.470 |
| 1M High / 1M Low: |
0.550 |
0.220 |
| 6M High / 6M Low: |
0.740 |
0.220 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.526 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.392 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.528 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.46% |
| Volatility 6M: |
|
144.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
