UBS Call 3550 PCE1 17.01.2025
/ CH1329469907
UBS Call 3550 PCE1 17.01.2025/ CH1329469907 /
| 03/09/2024 09:31:31 |
Chg.-0.010 |
Bid15:33:20 |
Ask15:33:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-2.27% |
0.450
Bid Size: 50,000 |
0.480
Ask Size: 50,000 |
BOOKING HLDGS DL... |
3,550.00 - |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
01/03/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.23 |
| Parity: |
-0.02 |
| Time value: |
0.49 |
| Break-even: |
4,040.00 |
| Moneyness: |
1.00 |
| Premium: |
0.14 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.02 |
| Spread %: |
4.26% |
| Delta: |
0.58 |
| Theta: |
-1.88 |
| Omega: |
4.16 |
| Rho: |
5.77 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.44% |
| 1 Month |
|
|
+106.73% |
| 3 Months |
|
|
-8.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.360 |
| 1M High / 1M Low: |
0.440 |
0.134 |
| 6M High / 6M Low: |
0.630 |
0.134 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.420 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.291 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.428 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
295.61% |
| Volatility 6M: |
|
177.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
