UBS Call 450 MUV2 20.06.2025
/ CH1326165516
UBS Call 450 MUV2 20.06.2025/ CH1326165516 /
| 08/10/2024 17:01:28 |
Chg.+0.460 |
Bid17:01:28 |
Ask17:01:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.060EUR |
+10.00% |
5.060
Bid Size: 25,000 |
5.100
Ask Size: 25,000 |
MUENCH.RUECKVERS.VNA... |
450.00 - |
20/06/2025 |
Call |
Master data
| WKN: |
UM2UJN |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
15/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.39 |
| Intrinsic value: |
1.70 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
1.70 |
| Time value: |
2.95 |
| Break-even: |
496.50 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.08 |
| Spread %: |
1.75% |
| Delta: |
0.67 |
| Theta: |
-0.08 |
| Omega: |
6.71 |
| Rho: |
1.85 |
Quote data
| Open: |
4.340 |
| High: |
5.060 |
| Low: |
3.990 |
| Previous Close: |
4.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.81% |
| 1 Month |
|
|
-8.83% |
| 3 Months |
|
|
+5.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.940 |
4.600 |
| 1M High / 1M Low: |
6.720 |
4.600 |
| 6M High / 6M Low: |
7.020 |
2.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.388 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.039 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.730 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.16% |
| Volatility 6M: |
|
127.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
