UBS Call 3650 BKNG 21.03.2025
/ CH1326176844
UBS Call 3650 BKNG 21.03.2025/ CH1326176844 /
10/8/2024 7:26:12 PM |
Chg.+0.040 |
Bid8:14:37 AM |
Ask8:14:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.690EUR |
+6.15% |
0.640 Bid Size: 10,000 |
0.730 Ask Size: 10,000 |
Booking Holdings Inc |
3,650.00 USD |
3/21/2025 |
Call |
Master data
WKN: |
UM1STJ |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Booking Holdings Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,650.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
2/19/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
1000:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.53 |
Implied volatility: |
0.37 |
Historic volatility: |
0.23 |
Parity: |
0.53 |
Time value: |
0.18 |
Break-even: |
4,035.56 |
Moneyness: |
1.16 |
Premium: |
0.05 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
2.90% |
Delta: |
0.79 |
Theta: |
-1.05 |
Omega: |
4.27 |
Rho: |
10.35 |
Quote data
Open: |
0.600 |
High: |
0.690 |
Low: |
0.600 |
Previous Close: |
0.650 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+18.97% |
1 Month |
|
|
+81.58% |
3 Months |
|
|
+16.95% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.690 |
0.570 |
1M High / 1M Low: |
0.690 |
0.380 |
6M High / 6M Low: |
0.690 |
0.202 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.626 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.558 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.469 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
106.43% |
Volatility 6M: |
|
134.90% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |