UBS Call 71 HEN3 21.03.2025
/ CH1322957825
UBS Call 71 HEN3 21.03.2025/ CH1322957825 /
| 26/09/2024 09:21:09 |
Chg.+0.01 |
Bid22:00:18 |
Ask22:00:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
+0.77% |
-
Bid Size: - |
-
Ask Size: - |
HENKEL AG+CO.KGAA VZ... |
71.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
UM2C6E |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
HENKEL AG+CO.KGAA VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
71.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
08/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
1.10 |
| Time value: |
0.22 |
| Break-even: |
84.20 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
2.33% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
5.32 |
| Rho: |
0.27 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.31 |
| Previous Close: |
1.30 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.02% |
| 1 Month |
|
|
+5.65% |
| 3 Months |
|
|
-14.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
1.18 |
| 1M High / 1M Low: |
1.42 |
1.11 |
| 6M High / 6M Low: |
1.77 |
0.52 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.82% |
| Volatility 6M: |
|
117.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
