UBS Call 440 LOR 21.03.2025
/ CH1322943338
UBS Call 440 LOR 21.03.2025/ CH1322943338 /
| 08/10/2024 21:53:04 |
Chg.-0.018 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.084EUR |
-17.65% |
-
Bid Size: - |
-
Ask Size: - |
L OREAL INH. E... |
440.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
UM2R78 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
08/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
29.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
-0.45 |
| Time value: |
0.13 |
| Break-even: |
453.20 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.03 |
| Spread %: |
29.41% |
| Delta: |
0.32 |
| Theta: |
-0.09 |
| Omega: |
9.67 |
| Rho: |
0.51 |
Quote data
| Open: |
0.092 |
| High: |
0.098 |
| Low: |
0.066 |
| Previous Close: |
0.102 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.70% |
| 1 Month |
|
|
+64.71% |
| 3 Months |
|
|
-54.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.105 |
0.091 |
| 1M High / 1M Low: |
0.144 |
0.007 |
| 6M High / 6M Low: |
0.530 |
0.007 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.098 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.071 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.253 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,231.55% |
| Volatility 6M: |
|
896.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
