UBS Call 95 BIDU 21.03.2025
/ DE000UM15UZ1
UBS Call 95 BIDU 21.03.2025/ DE000UM15UZ1 /
| 2024-11-15 9:53:13 PM |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Baidu Inc |
95.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
UM15UZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-14 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
29.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.37 |
| Parity: |
-0.99 |
| Time value: |
0.27 |
| Break-even: |
92.94 |
| Moneyness: |
0.89 |
| Premium: |
0.16 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
0.31 |
| Theta: |
-0.02 |
| Omega: |
9.32 |
| Rho: |
0.08 |
Quote data
| Open: |
0.260 |
| High: |
0.280 |
| Low: |
0.250 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.53% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-29.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.260 |
| 1M High / 1M Low: |
0.420 |
0.260 |
| 6M High / 6M Low: |
0.670 |
0.260 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.276 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.351 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.404 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.94% |
| Volatility 6M: |
|
119.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
