UBS Call 154 PG 21.03.2025
/ CH1326166647
UBS Call 154 PG 21.03.2025/ CH1326166647 /
| 24/01/2025 13:51:06 |
Chg.+0.040 |
Bid14:17:26 |
Ask14:17:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.280EUR |
+3.23% |
1.250
Bid Size: 5,000 |
1.310
Ask Size: 5,000 |
Procter and Gamble C... |
154.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
UM2GUC |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Procter and Gamble Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
154.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
15/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.14 |
| Parity: |
1.17 |
| Time value: |
0.12 |
| Break-even: |
160.75 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
2.38% |
| Delta: |
0.89 |
| Theta: |
-0.03 |
| Omega: |
10.98 |
| Rho: |
0.20 |
Quote data
| Open: |
1.270 |
| High: |
1.290 |
| Low: |
1.250 |
| Previous Close: |
1.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
-17.42% |
| 3 Months |
|
|
-30.81% |
| YTD |
|
|
-24.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
0.950 |
| 1M High / 1M Low: |
1.690 |
0.860 |
| 6M High / 6M Low: |
2.660 |
0.860 |
| High (YTD): |
02/01/2025 |
1.480 |
| Low (YTD): |
15/01/2025 |
0.860 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.118 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.855 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.73% |
| Volatility 6M: |
|
125.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |