UBS Call 430 MUV2 20.06.2025
/ CH1322942975
UBS Call 430 MUV2 20.06.2025/ CH1322942975 /
04/09/2024 13:41:06 |
Chg.+0.030 |
Bid13:59:41 |
Ask13:59:41 |
Underlying |
Strike price |
Expiration date |
Option type |
8.540EUR |
+0.35% |
8.430 Bid Size: 25,000 |
8.470 Ask Size: 25,000 |
MUENCH.RUECKVERS.VNA... |
430.00 EUR |
20/06/2025 |
Call |
Master data
WKN: |
UM2QV9 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
430.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
08/02/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.29 |
Intrinsic value: |
6.52 |
Implied volatility: |
0.20 |
Historic volatility: |
0.18 |
Parity: |
6.52 |
Time value: |
1.99 |
Break-even: |
515.10 |
Moneyness: |
1.15 |
Premium: |
0.04 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.08 |
Spread %: |
0.95% |
Delta: |
0.85 |
Theta: |
-0.07 |
Omega: |
4.93 |
Rho: |
2.65 |
Quote data
Open: |
8.060 |
High: |
8.600 |
Low: |
8.060 |
Previous Close: |
8.510 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.56% |
1 Month |
|
|
+84.45% |
3 Months |
|
|
+45.24% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.510 |
7.930 |
1M High / 1M Low: |
8.510 |
4.130 |
6M High / 6M Low: |
8.510 |
2.870 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.222 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.004 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.407 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
62.81% |
Volatility 6M: |
|
114.36% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |