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: |
|
- |