UBS Call 420 LOR 20.06.2025
/ CH1326165599
UBS Call 420 LOR 20.06.2025/ CH1326165599 /
| 09/10/2024 10:26:31 |
Chg.+0.023 |
Bid16:46:18 |
Ask16:46:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.199EUR |
+13.07% |
0.196
Bid Size: 50,000 |
0.202
Ask Size: 50,000 |
L OREAL INH. E... |
420.00 - |
20/06/2025 |
Call |
Master data
| WKN: |
UM2APV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
15/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.21 |
| Parity: |
-0.33 |
| Time value: |
0.21 |
| Break-even: |
440.50 |
| Moneyness: |
0.92 |
| Premium: |
0.14 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
16.48% |
| Delta: |
0.42 |
| Theta: |
-0.07 |
| Omega: |
7.89 |
| Rho: |
0.98 |
Quote data
| Open: |
0.199 |
| High: |
0.199 |
| Low: |
0.199 |
| Previous Close: |
0.176 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.85% |
| 1 Month |
|
|
+12.43% |
| 3 Months |
|
|
-37.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.231 |
0.176 |
| 1M High / 1M Low: |
0.260 |
0.110 |
| 6M High / 6M Low: |
0.730 |
0.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.207 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.167 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.397 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.28% |
| Volatility 6M: |
|
150.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
