UBS Call 16 GZF 21.03.2025
/ CH1322951232
UBS Call 16 GZF 21.03.2025/ CH1322951232 /
| 10/01/2025 12:15:58 |
Chg.+0.002 |
Bid12:33:26 |
Ask12:33:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.043EUR |
+4.88% |
0.042
Bid Size: 50,000 |
0.043
Ask Size: 50,000 |
ENGIE S.A. INH. ... |
16.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
UM166D |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ENGIE S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
08/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
35.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.16 |
| Parity: |
-0.02 |
| Time value: |
0.04 |
| Break-even: |
16.44 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.00 |
| Spread %: |
4.76% |
| Delta: |
0.47 |
| Theta: |
0.00 |
| Omega: |
17.00 |
| Rho: |
0.01 |
Quote data
| Open: |
0.044 |
| High: |
0.044 |
| Low: |
0.042 |
| Previous Close: |
0.041 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.88% |
| 1 Month |
|
|
+34.38% |
| 3 Months |
|
|
-35.82% |
| YTD |
|
|
+72.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.044 |
0.037 |
| 1M High / 1M Low: |
0.044 |
0.018 |
| 6M High / 6M Low: |
0.104 |
0.014 |
| High (YTD): |
08/01/2025 |
0.044 |
| Low (YTD): |
02/01/2025 |
0.034 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.041 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.029 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.055 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.77% |
| Volatility 6M: |
|
322.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |