UBS Call 3525 PCE1 20.12.2024
/ CH1329469790
UBS Call 3525 PCE1 20.12.2024/ CH1329469790 /
| 07/10/2024 09:37:49 |
Chg.+0.050 |
Bid22:00:21 |
Ask22:00:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+8.93% |
-
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: |
5.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.23 |
| Parity: |
0.29 |
| Time value: |
0.40 |
| Break-even: |
4,215.00 |
| Moneyness: |
1.08 |
| Premium: |
0.10 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.03 |
| Spread %: |
4.55% |
| Delta: |
0.66 |
| Theta: |
-3.52 |
| Omega: |
3.67 |
| Rho: |
3.73 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.96% |
| 1 Month |
|
|
+96.77% |
| 3 Months |
|
|
+22.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.550 |
| 1M High / 1M Low: |
0.700 |
0.320 |
| 6M High / 6M Low: |
0.700 |
0.116 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.594 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.511 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.431 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.22% |
| Volatility 6M: |
|
195.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
