UBS Call 420 LOR 21.03.2025
/ CH1326165573
UBS Call 420 LOR 21.03.2025/ CH1326165573 /
| 06/09/2024 10:15:11 |
Chg.-0.007 |
Bid15:11:42 |
Ask15:11:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.144EUR |
-4.64% |
0.154
Bid Size: 50,000 |
0.160
Ask Size: 50,000 |
L OREAL INH. E... |
420.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
UM2B1V |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
15/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-0.32 |
| Time value: |
0.18 |
| Break-even: |
437.60 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.03 |
| Spread %: |
20.55% |
| Delta: |
0.40 |
| Theta: |
-0.08 |
| Omega: |
8.76 |
| Rho: |
0.73 |
Quote data
| Open: |
0.144 |
| High: |
0.144 |
| Low: |
0.144 |
| Previous Close: |
0.151 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.27% |
| 1 Month |
|
|
-16.28% |
| 3 Months |
|
|
-78.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.198 |
0.151 |
| 1M High / 1M Low: |
0.198 |
0.132 |
| 6M High / 6M Low: |
0.680 |
0.132 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.171 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.428 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.61% |
| Volatility 6M: |
|
134.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
