UBS Call 800 MOH 21.03.2025/  DE000UM16D90  /

UBS Investment Bank
15/11/2024  19:59:32 Chg.+0.010 Bid- Ask- Underlying Strike price Expiration date Option type
0.300EUR +3.45% -
Bid Size: -
-
Ask Size: -
LVMH E... 800.00 EUR 21/03/2025 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: 21/03/2025
Issue date: 14/02/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 150.33
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.28
Parity: -21.37
Time value: 0.39
Break-even: 803.90
Moneyness: 0.73
Premium: 0.37
Premium p.a.: 1.51
Spread abs.: 0.09
Spread %: 30.00%
Delta: 0.08
Theta: -0.07
Omega: 11.97
Rho: 0.15
 

Quote data

Open: 0.290
High: 0.330
Low: 0.290
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -9.09%
3 Months
  -44.44%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.222
1M High / 1M Low: 0.400 0.222
6M High / 6M Low: 1.460 0.222
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.286
Avg. volume 1W:   0.000
Avg. price 1M:   0.342
Avg. volume 1M:   0.000
Avg. price 6M:   0.665
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   195.33%
Volatility 6M:   179.44%
Volatility 1Y:   -
Volatility 3Y:   -