UBS Call 550 ADBE 17.01.2025
/ CH1329507524
UBS Call 550 ADBE 17.01.2025/ CH1329507524 /
29/07/2024 11:42:36 |
Chg.+0.040 |
Bid22:00:15 |
Ask22:00:15 |
Underlying |
Strike price |
Expiration date |
Option type |
0.500EUR |
+8.70% |
- Bid Size: - |
- Ask Size: - |
Adobe Inc |
550.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
UM21S2 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Adobe Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
550.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
08/03/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.31 |
Parity: |
-0.07 |
Time value: |
0.49 |
Break-even: |
555.78 |
Moneyness: |
0.99 |
Premium: |
0.11 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.01 |
Spread %: |
2.08% |
Delta: |
0.55 |
Theta: |
-0.16 |
Omega: |
5.64 |
Rho: |
1.07 |
Quote data
Open: |
0.490 |
High: |
0.500 |
Low: |
0.490 |
Previous Close: |
0.460 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.17% |
1 Month |
|
|
+4.17% |
3 Months |
|
|
+92.31% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.530 |
0.430 |
1M High / 1M Low: |
0.600 |
0.430 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.474 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.522 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
112.69% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |