UBS Call 3575 PCE1 17.01.2025
/ CH1329469915
UBS Call 3575 PCE1 17.01.2025/ CH1329469915 /
| 2024-06-27 4:40:38 PM |
Chg.0.000 |
Bid5:04:08 PM |
Ask5:04:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
0.00% |
0.620
Bid Size: 100,000 |
0.630
Ask Size: 100,000 |
BOOKING HLDGS DL... |
3,575.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
UM3DZR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BOOKING HLDGS DL-,008 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,575.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2025-01-16 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.24 |
| Parity: |
0.15 |
| Time value: |
0.46 |
| Break-even: |
4,185.00 |
| Moneyness: |
1.04 |
| Premium: |
0.12 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
1.67% |
| Delta: |
0.64 |
| Theta: |
-1.34 |
| Omega: |
3.90 |
| Rho: |
9.89 |
Quote data
| Open: |
0.580 |
| High: |
0.620 |
| Low: |
0.580 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.39% |
| 1 Month |
|
|
+27.08% |
| 3 Months |
|
|
+22.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.590 |
| 1M High / 1M Low: |
0.610 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.604 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.519 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
