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: |
|
- |
