UBS Call 430 LOR 20.06.2025
/ CH1322943395
UBS Call 430 LOR 20.06.2025/ CH1322943395 /
9/5/2024 9:27:31 AM |
Chg.-0.035 |
Bid7:00:24 PM |
Ask7:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.158EUR |
-18.13% |
0.165 Bid Size: 20,000 |
0.182 Ask Size: 20,000 |
L OREAL INH. E... |
430.00 - |
6/20/2025 |
Call |
Master data
WKN: |
UM2QUW |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
L OREAL INH. EO 0,2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
430.00 - |
Maturity: |
6/20/2025 |
Issue date: |
2/8/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
20.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.19 |
Parity: |
-0.39 |
Time value: |
0.19 |
Break-even: |
449.40 |
Moneyness: |
0.91 |
Premium: |
0.15 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.03 |
Spread %: |
18.29% |
Delta: |
0.40 |
Theta: |
-0.06 |
Omega: |
8.12 |
Rho: |
1.09 |
Quote data
Open: |
0.158 |
High: |
0.158 |
Low: |
0.158 |
Previous Close: |
0.193 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.96% |
1 Month |
|
|
-7.60% |
3 Months |
|
|
-73.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.206 |
0.184 |
1M High / 1M Low: |
0.206 |
0.146 |
6M High / 6M Low: |
0.660 |
0.146 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.193 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.180 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.420 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
112.71% |
Volatility 6M: |
|
123.03% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |