UBS Call 3525 PCE1 20.12.2024
/ CH1329469790
UBS Call 3525 PCE1 20.12.2024/ CH1329469790 /
| 03/09/2024 09:31:29 |
Chg.0.000 |
Bid22:00:23 |
Ask22:00:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
BOOKING HLDGS DL... |
3,525.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
UM3BTE |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BOOKING HLDGS DL-,008 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,525.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
01/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.23 |
| Parity: |
0.01 |
| Time value: |
0.47 |
| Break-even: |
4,005.00 |
| Moneyness: |
1.00 |
| Premium: |
0.13 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.03 |
| Spread %: |
6.67% |
| Delta: |
0.58 |
| Theta: |
-2.25 |
| Omega: |
4.27 |
| Rho: |
4.64 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.53% |
| 1 Month |
|
|
+118.75% |
| 3 Months |
|
|
-8.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.340 |
| 1M High / 1M Low: |
0.420 |
0.116 |
| 6M High / 6M Low: |
0.620 |
0.116 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.400 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.272 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.415 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
327.52% |
| Volatility 6M: |
|
192.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
