UBS Call 490 LOR 21.03.2025
/ CH1322943387
UBS Call 490 LOR 21.03.2025/ CH1322943387 /
2024-07-29 9:33:37 PM |
Chg.-0.031 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.024EUR |
-56.36% |
- Bid Size: - |
- Ask Size: - |
L OREAL INH. E... |
490.00 - |
2025-03-21 |
Call |
Master data
WKN: |
UM1816 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
L OREAL INH. EO 0,2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
490.00 - |
Maturity: |
2025-03-21 |
Issue date: |
2024-02-08 |
Last trading day: |
2025-03-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
47.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
-0.91 |
Time value: |
0.08 |
Break-even: |
498.40 |
Moneyness: |
0.81 |
Premium: |
0.25 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.03 |
Spread %: |
52.73% |
Delta: |
0.21 |
Theta: |
-0.06 |
Omega: |
9.79 |
Rho: |
0.48 |
Quote data
Open: |
0.057 |
High: |
0.063 |
Low: |
0.023 |
Previous Close: |
0.055 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-60.00% |
1 Month |
|
|
-66.67% |
3 Months |
|
|
-88.73% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.060 |
0.024 |
1M High / 1M Low: |
0.099 |
0.024 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.046 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.063 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
323.37% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |