UBS Call 3550 PCE1 17.01.2025
/ CH1329469907
UBS Call 3550 PCE1 17.01.2025/ CH1329469907 /
2024-10-07 9:37:49 AM |
Chg.+0.060 |
Bid10:00:21 PM |
Ask10:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.620EUR |
+10.71% |
- 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: |
5.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.27 |
Implied volatility: |
0.68 |
Historic volatility: |
0.23 |
Parity: |
0.27 |
Time value: |
0.42 |
Break-even: |
4,240.00 |
Moneyness: |
1.08 |
Premium: |
0.11 |
Premium p.a.: |
0.46 |
Spread abs.: |
0.03 |
Spread %: |
4.55% |
Delta: |
0.66 |
Theta: |
-2.65 |
Omega: |
3.64 |
Rho: |
5.09 |
Quote data
Open: |
0.620 |
High: |
0.620 |
Low: |
0.620 |
Previous Close: |
0.560 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.46% |
1 Month |
|
|
+87.88% |
3 Months |
|
|
+21.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.670 |
0.550 |
1M High / 1M Low: |
0.700 |
0.330 |
6M High / 6M Low: |
0.700 |
0.134 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.596 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.518 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.444 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
119.15% |
Volatility 6M: |
|
179.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |