UBS Call 410 LOR 21.03.2025
/ CH1326165565
UBS Call 410 LOR 21.03.2025/ CH1326165565 /
06/09/2024 12:52:24 |
Chg.-0.008 |
Bid13:32:37 |
Ask13:32:37 |
Underlying |
Strike price |
Expiration date |
Option type |
0.181EUR |
-4.23% |
0.185 Bid Size: 50,000 |
0.191 Ask Size: 50,000 |
L OREAL INH. E... |
410.00 - |
21/03/2025 |
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: |
21/03/2025 |
Issue date: |
15/02/2024 |
Last trading day: |
20/03/2025 |
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: |
0.176 |
High: |
0.183 |
Low: |
0.171 |
Previous Close: |
0.189 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-19.56% |
1 Month |
|
|
-18.83% |
3 Months |
|
|
-74.51% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.229 |
0.189 |
1M High / 1M Low: |
0.232 |
0.164 |
6M High / 6M Low: |
0.730 |
0.164 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.212 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.203 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.475 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
144.39% |
Volatility 6M: |
|
136.77% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |