UBS Call 3600 BKNG 17.01.2025
/ CH1326176661
UBS Call 3600 BKNG 17.01.2025/ CH1326176661 /
| 2024-07-30 2:55:16 PM |
Chg.-0.020 |
Bid2024-07-30 |
Ask2024-07-30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-5.00% |
0.380
Bid Size: 25,000 |
0.430
Ask Size: 25,000 |
Booking Holdings Inc |
3,600.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UM1ZH7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Booking Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,600.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2025-01-16 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
0.14 |
| Time value: |
0.27 |
| Break-even: |
3,737.42 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
7.89% |
| Delta: |
0.65 |
| Theta: |
-1.02 |
| Omega: |
5.47 |
| Rho: |
8.59 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.83% |
| 1 Month |
|
|
-32.14% |
| 3 Months |
|
|
+18.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.350 |
| 1M High / 1M Low: |
0.650 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.507 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
