UBS Call 3575 PCE1 17.01.2025
/ CH1329469915
UBS Call 3575 PCE1 17.01.2025/ CH1329469915 /
| 28/06/2024 19:30:47 |
Chg.-0.030 |
Bid21:59:10 |
Ask21:59:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-4.92% |
0.570
Bid Size: 100,000 |
0.580
Ask Size: 100,000 |
BOOKING HLDGS DL... |
3,575.00 - |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
01/03/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.23 |
| Parity: |
0.12 |
| Time value: |
0.46 |
| Break-even: |
4,155.00 |
| Moneyness: |
1.03 |
| Premium: |
0.12 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
0.63 |
| Theta: |
-1.33 |
| Omega: |
4.01 |
| Rho: |
9.66 |
Quote data
| Open: |
0.610 |
| High: |
0.630 |
| Low: |
0.580 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.33% |
| 1 Month |
|
|
+28.89% |
| 3 Months |
|
|
+26.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.580 |
| 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: |
|
0.533 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
