UBS Call 430 LOR 21.03.2025
/ CH1322943320
UBS Call 430 LOR 21.03.2025/ CH1322943320 /
| 05/09/2024 09:06:20 |
Chg.+0.005 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.127EUR |
+4.10% |
-
Bid Size: - |
-
Ask Size: - |
L OREAL INH. E... |
430.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
UM2R6W |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
430.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
08/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
25.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-0.39 |
| Time value: |
0.15 |
| Break-even: |
445.10 |
| Moneyness: |
0.91 |
| Premium: |
0.14 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.03 |
| Spread %: |
23.77% |
| Delta: |
0.36 |
| Theta: |
-0.08 |
| Omega: |
9.40 |
| Rho: |
0.68 |
Quote data
| Open: |
0.111 |
| High: |
0.127 |
| Low: |
0.108 |
| Previous Close: |
0.122 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.56% |
| 1 Month |
|
|
-12.41% |
| 3 Months |
|
|
-77.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.146 |
0.122 |
| 1M High / 1M Low: |
0.154 |
0.102 |
| 6M High / 6M Low: |
0.600 |
0.102 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.137 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.130 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.359 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.16% |
| Volatility 6M: |
|
160.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
