UBS Call 15.25 2HP 17.01.2025
/ DE000UP0EN67
UBS Call 15.25 2HP 17.01.2025/ DE000UP0EN67 /
| 1/10/2025 3:22:09 PM |
Chg.-0.380 |
Bid3:39:17 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.420EUR |
-5.59% |
-
Bid Size: - |
-
Ask Size: - |
HEWLETT PACKARD ENT. |
15.25 - |
1/17/2025 |
Call |
Master data
| WKN: |
UP0EN6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
HEWLETT PACKARD ENT. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.25 - |
| Maturity: |
1/17/2025 |
| Issue date: |
9/16/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.15 |
| Intrinsic value: |
6.15 |
| Implied volatility: |
2.68 |
| Historic volatility: |
0.36 |
| Parity: |
6.15 |
| Time value: |
0.65 |
| Break-even: |
22.05 |
| Moneyness: |
1.40 |
| Premium: |
0.03 |
| Premium p.a.: |
3.81 |
| Spread abs.: |
0.02 |
| Spread %: |
0.30% |
| Delta: |
0.86 |
| Theta: |
-0.12 |
| Omega: |
2.72 |
| Rho: |
0.00 |
Quote data
| Open: |
6.520 |
| High: |
6.610 |
| Low: |
6.420 |
| Previous Close: |
6.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.10% |
| 1 Month |
|
|
-1.98% |
| 3 Months |
|
|
+18.89% |
| YTD |
|
|
+7.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
7.150 |
6.350 |
| 1M High / 1M Low: |
7.150 |
5.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
7.150 |
| Low (YTD): |
1/2/2025 |
5.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.666 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.268 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |