UBS Call 15.75 HPE 17.01.2025
/ DE000UM9A499
UBS Call 15.75 HPE 17.01.2025/ DE000UM9A499 /
| 10/01/2025 15:39:01 |
Chg.-0.660 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.640EUR |
-10.48% |
-
Bid Size: - |
-
Ask Size: - |
Hewlett Packard Ente... |
15.75 USD |
17/01/2025 |
Call |
Master data
| WKN: |
UM9A49 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Hewlett Packard Enterprise Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.75 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
13/08/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.11 |
| Intrinsic value: |
6.10 |
| Implied volatility: |
1.85 |
| Historic volatility: |
0.36 |
| Parity: |
6.10 |
| Time value: |
0.21 |
| Break-even: |
21.61 |
| Moneyness: |
1.40 |
| Premium: |
0.01 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.01 |
| Spread %: |
0.16% |
| Delta: |
0.93 |
| Theta: |
-0.06 |
| Omega: |
3.14 |
| Rho: |
0.00 |
Quote data
| Open: |
6.270 |
| High: |
6.270 |
| Low: |
5.640 |
| Previous Close: |
6.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.05% |
| 1 Month |
|
|
-2.93% |
| 3 Months |
|
|
+18.99% |
| YTD |
|
|
+2.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.870 |
5.940 |
| 1M High / 1M Low: |
6.870 |
4.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
06/01/2025 |
6.870 |
| Low (YTD): |
02/01/2025 |
5.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.320 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.791 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |