UBS Call 800 MOH 21.03.2025/  DE000UM16D90  /

EUWAX
2024-11-15  8:40:06 AM Chg.+0.010 Bid10:00:23 PM Ask10:00:23 PM Underlying Strike price Expiration date Option type
0.290EUR +3.57% -
Bid Size: -
-
Ask Size: -
LVMH E... 800.00 EUR 2025-03-21 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: 2025-03-21
Issue date: 2024-02-14
Last trading day: 2025-03-20
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: 0.290
Low: 0.290
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.44%
1 Month
  -19.44%
3 Months
  -48.21%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.280
1M High / 1M Low: 0.420 0.280
6M High / 6M Low: 1.470 0.260
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.300
Avg. volume 1W:   0.000
Avg. price 1M:   0.351
Avg. volume 1M:   0.000
Avg. price 6M:   0.678
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.64%
Volatility 6M:   199.70%
Volatility 1Y:   -
Volatility 3Y:   -