UBS Call 410 LOR 21.03.2025
/ CH1326165565
UBS Call 410 LOR 21.03.2025/ CH1326165565 /
9/6/2024 1:11:35 PM |
Chg.+0.001 |
Bid1:11:35 PM |
Ask1:11:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.184EUR |
+0.55% |
0.184 Bid Size: 50,000 |
0.189 Ask Size: 50,000 |
L OREAL INH. E... |
410.00 - |
3/21/2025 |
Call |
Master data
WKN: |
UM2LPU |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
L OREAL INH. EO 0,2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
410.00 - |
Maturity: |
3/21/2025 |
Issue date: |
2/15/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
18.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.19 |
Parity: |
-0.22 |
Time value: |
0.21 |
Break-even: |
431.20 |
Moneyness: |
0.95 |
Premium: |
0.11 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.03 |
Spread %: |
15.85% |
Delta: |
0.45 |
Theta: |
-0.08 |
Omega: |
8.26 |
Rho: |
0.83 |
Quote data
Open: |
0.181 |
High: |
0.189 |
Low: |
0.170 |
Previous Close: |
0.183 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.22% |
1 Month |
|
|
-13.21% |
3 Months |
|
|
-73.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.225 |
0.183 |
1M High / 1M Low: |
0.225 |
0.160 |
6M High / 6M Low: |
0.730 |
0.160 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.205 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.198 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.463 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
140.81% |
Volatility 6M: |
|
137.43% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |