UBS Call 4000 BKNG 21.03.2025
/ CH1326176943
UBS Call 4000 BKNG 21.03.2025/ CH1326176943 /
| 08/10/2024 19:28:56 |
Chg.+0.030 |
Bid08:04:12 |
Ask08:04:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+6.98% |
0.420
Bid Size: 10,000 |
0.500
Ask Size: 10,000 |
Booking Holdings Inc |
4,000.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
UM1XB4 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Booking Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4,000.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
19/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
0.15 |
| Time value: |
0.29 |
| Break-even: |
4,084.85 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
4.76% |
| Delta: |
0.64 |
| Theta: |
-1.14 |
| Omega: |
5.55 |
| Rho: |
8.99 |
Quote data
| Open: |
0.380 |
| High: |
0.460 |
| Low: |
0.380 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.32% |
| 1 Month |
|
|
+109.09% |
| 3 Months |
|
|
+15.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.360 |
| 1M High / 1M Low: |
0.470 |
0.220 |
| 6M High / 6M Low: |
0.470 |
0.106 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.408 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.357 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.300 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.31% |
| Volatility 6M: |
|
165.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
