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: |
|
- |