UBS Call 800 MOH 21.03.2025
/ DE000UM16D90
UBS Call 800 MOH 21.03.2025/ DE000UM16D90 /
8/6/2024 9:46:48 AM |
Chg.+0.010 |
Bid9:46:48 AM |
Ask9:46:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
+2.13% |
0.480 Bid Size: 2,500 |
0.510 Ask Size: 2,500 |
LVMH E... |
800.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
UM16D9 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
LVMH EO 0,3 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
800.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
2/14/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
111.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.96 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.26 |
Parity: |
-17.57 |
Time value: |
0.56 |
Break-even: |
805.60 |
Moneyness: |
0.78 |
Premium: |
0.29 |
Premium p.a.: |
0.51 |
Spread abs.: |
0.09 |
Spread %: |
19.15% |
Delta: |
0.11 |
Theta: |
-0.05 |
Omega: |
12.68 |
Rho: |
0.41 |
Quote data
Open: |
0.470 |
High: |
0.500 |
Low: |
0.420 |
Previous Close: |
0.470 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.73% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
-66.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.470 |
1M High / 1M Low: |
0.980 |
0.470 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.508 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.701 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
132.09% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |