UBS Call 16.5 HPE 17.01.2025
/ DE000UM9KRZ0
UBS Call 16.5 HPE 17.01.2025/ DE000UM9KRZ0 /
| 10/01/2025 15:39:01 |
Chg.-0.660 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.910EUR |
-11.85% |
-
Bid Size: - |
-
Ask Size: - |
Hewlett Packard Ente... |
16.50 USD |
17/01/2025 |
Call |
Master data
| WKN: |
UM9KRZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Hewlett Packard Enterprise Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.50 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: |
3.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.38 |
| Intrinsic value: |
5.37 |
| Implied volatility: |
1.64 |
| Historic volatility: |
0.36 |
| Parity: |
5.37 |
| Time value: |
0.21 |
| Break-even: |
21.60 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.01 |
| Spread %: |
0.18% |
| Delta: |
0.92 |
| Theta: |
-0.05 |
| Omega: |
3.52 |
| Rho: |
0.00 |
Quote data
| Open: |
5.540 |
| High: |
5.540 |
| Low: |
4.910 |
| Previous Close: |
5.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.76% |
| 1 Month |
|
|
-3.73% |
| 3 Months |
|
|
+18.89% |
| YTD |
|
|
+2.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.150 |
5.210 |
| 1M High / 1M Low: |
6.150 |
3.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
06/01/2025 |
6.150 |
| Low (YTD): |
02/01/2025 |
4.880 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.594 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.073 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |