UBS Call 420 MUV2 20.06.2025
/ CH1322942967
UBS Call 420 MUV2 20.06.2025/ CH1322942967 /
| 08/10/2024 09:24:32 |
Chg.-0.79 |
Bid12:44:15 |
Ask12:44:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.32EUR |
-11.11% |
6.82
Bid Size: 25,000 |
6.86
Ask Size: 25,000 |
MUENCH.RUECKVERS.VNA... |
420.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
UM2QUX |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
08/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.44 |
| Intrinsic value: |
4.70 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
4.70 |
| Time value: |
2.00 |
| Break-even: |
487.00 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.08 |
| Spread %: |
1.21% |
| Delta: |
0.79 |
| Theta: |
-0.07 |
| Omega: |
5.53 |
| Rho: |
2.12 |
Quote data
| Open: |
6.32 |
| High: |
6.32 |
| Low: |
6.32 |
| Previous Close: |
7.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.49% |
| 1 Month |
|
|
-24.40% |
| 3 Months |
|
|
+2.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.42 |
7.11 |
| 1M High / 1M Low: |
9.05 |
7.11 |
| 6M High / 6M Low: |
9.61 |
3.40 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.19% |
| Volatility 6M: |
|
104.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
