UBS Call 130 1YD 21.03.2025
/ DE000UP06B91
UBS Call 130 1YD 21.03.2025/ DE000UP06B91 /
| 24/01/2025 21:54:41 |
Chg.+0.040 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
+3.77% |
-
Bid Size: - |
-
Ask Size: - |
BROADCOM INC. DL... |
130.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
UP06B9 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BROADCOM INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
10/09/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
1.31 |
| Historic volatility: |
0.50 |
| Parity: |
1.03 |
| Time value: |
0.06 |
| Break-even: |
239.00 |
| Moneyness: |
1.79 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.91% |
| Delta: |
0.92 |
| Theta: |
-0.17 |
| Omega: |
1.97 |
| Rho: |
0.16 |
Quote data
| Open: |
1.000 |
| High: |
1.140 |
| Low: |
0.990 |
| Previous Close: |
1.060 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.76% |
| 1 Month |
|
|
+10.00% |
| 3 Months |
|
|
+144.44% |
| YTD |
|
|
+10.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
1.060 |
| 1M High / 1M Low: |
1.100 |
0.900 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
24/01/2025 |
1.100 |
| Low (YTD): |
09/01/2025 |
0.900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.070 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.003 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |