UBS Call 3650 BKNG 17.01.2025
/ CH1326176687
UBS Call 3650 BKNG 17.01.2025/ CH1326176687 /
2024-09-05 7:32:20 PM |
Chg.-0.030 |
Bid7:55:00 PM |
Ask7:55:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
-9.09% |
0.310 Bid Size: 50,000 |
0.340 Ask Size: 50,000 |
Booking Holdings Inc |
3,650.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
UM1MB1 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Booking Holdings Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,650.00 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: |
9.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.29 |
Intrinsic value: |
0.13 |
Implied volatility: |
0.32 |
Historic volatility: |
0.23 |
Parity: |
0.13 |
Time value: |
0.23 |
Break-even: |
3,654.16 |
Moneyness: |
1.04 |
Premium: |
0.07 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.03 |
Spread %: |
9.09% |
Delta: |
0.64 |
Theta: |
-1.12 |
Omega: |
6.13 |
Rho: |
6.78 |
Quote data
Open: |
0.290 |
High: |
0.320 |
Low: |
0.290 |
Previous Close: |
0.330 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-26.83% |
1 Month |
|
|
+89.87% |
3 Months |
|
|
-33.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.410 |
0.330 |
1M High / 1M Low: |
0.410 |
0.145 |
6M High / 6M Low: |
1.190 |
0.145 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.376 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.276 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.445 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
206.40% |
Volatility 6M: |
|
186.35% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |