UBS Call 400 LOR 19.12.2025
/ DE000UM7T0K8
UBS Call 400 LOR 19.12.2025/ DE000UM7T0K8 /
17/09/2024 12:15:33 |
Chg.+0.008 |
Bid12:15:33 |
Ask12:15:33 |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
+3.31% |
0.250 Bid Size: 75,000 |
0.260 Ask Size: 75,000 |
L OREAL INH. E... |
400.00 - |
19/12/2025 |
Call |
Master data
WKN: |
UM7T0K |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
L OREAL INH. EO 0,2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 - |
Maturity: |
19/12/2025 |
Issue date: |
18/06/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
13.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.19 |
Parity: |
-0.34 |
Time value: |
0.27 |
Break-even: |
427.00 |
Moneyness: |
0.91 |
Premium: |
0.17 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.03 |
Spread %: |
11.57% |
Delta: |
0.47 |
Theta: |
-0.05 |
Omega: |
6.34 |
Rho: |
1.81 |
Quote data
Open: |
0.250 |
High: |
0.260 |
Low: |
0.240 |
Previous Close: |
0.242 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.67% |
1 Month |
|
|
-30.56% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.300 |
0.241 |
1M High / 1M Low: |
0.410 |
0.241 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.262 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.346 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
112.74% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |