UBS Call 410 LOR 20.06.2025
/ CH1326165581
UBS Call 410 LOR 20.06.2025/ CH1326165581 /
09/10/2024 16:45:28 |
Chg.+0.018 |
Bid17:42:31 |
Ask17:42:31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.235EUR |
+8.29% |
0.232 Bid Size: 20,000 |
0.250 Ask Size: 20,000 |
L OREAL INH. E... |
410.00 - |
20/06/2025 |
Call |
Master data
WKN: |
UM2B27 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
L OREAL INH. EO 0,2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
410.00 - |
Maturity: |
20/06/2025 |
Issue date: |
15/02/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
15.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.21 |
Parity: |
-0.23 |
Time value: |
0.24 |
Break-even: |
434.20 |
Moneyness: |
0.94 |
Premium: |
0.12 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.03 |
Spread %: |
13.62% |
Delta: |
0.47 |
Theta: |
-0.07 |
Omega: |
7.47 |
Rho: |
1.09 |
Quote data
Open: |
0.230 |
High: |
0.243 |
Low: |
0.229 |
Previous Close: |
0.217 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.00% |
1 Month |
|
|
+8.80% |
3 Months |
|
|
-28.79% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.217 |
1M High / 1M Low: |
0.330 |
0.126 |
6M High / 6M Low: |
0.770 |
0.126 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.244 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.202 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.440 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
369.61% |
Volatility 6M: |
|
188.67% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |