UBS Call 3550 PCE1 17.01.2025/  CH1329469907  /

Frankfurt Zert./UBS
2024-07-26  7:30:53 PM Chg.+0.010 Bid9:50:13 PM Ask9:50:13 PM Underlying Strike price Expiration date Option type
0.380EUR +2.70% -
Bid Size: -
-
Ask Size: -
BOOKING HLDGS DL... 3,550.00 - 2025-01-17 Call
 

Master data

WKN: UM25TN
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BOOKING HLDGS DL-,008
Type: Warrant
Option type: Call
Strike price: 3,550.00 -
Maturity: 2025-01-17
Issue date: 2024-03-01
Last trading day: 2025-01-16
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 8.52
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.23
Parity: -0.14
Time value: 0.40
Break-even: 3,950.00
Moneyness: 0.96
Premium: 0.16
Premium p.a.: 0.36
Spread abs.: 0.03
Spread %: 8.11%
Delta: 0.53
Theta: -1.39
Omega: 4.56
Rho: 6.79
 

Quote data

Open: 0.340
High: 0.380
Low: 0.340
Previous Close: 0.370
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -28.30%
1 Month
  -36.67%
3 Months  
+5.56%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.370
1M High / 1M Low: 0.690 0.370
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.454
Avg. volume 1W:   0.000
Avg. price 1M:   0.545
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -