UBS Call 164 PG 21.03.2025
/ CH1326172538
UBS Call 164 PG 21.03.2025/ CH1326172538 /
| 24/01/2025 21:56:38 |
Chg.-0.050 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-9.62% |
-
Bid Size: - |
-
Ask Size: - |
Procter and Gamble C... |
164.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
UM2LBM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Procter and Gamble Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
164.00 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: |
29.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.14 |
| Parity: |
0.21 |
| Time value: |
0.34 |
| Break-even: |
162.95 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
5.77% |
| Delta: |
0.62 |
| Theta: |
-0.04 |
| Omega: |
17.98 |
| Rho: |
0.14 |
Quote data
| Open: |
0.530 |
| High: |
0.540 |
| Low: |
0.410 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.03% |
| 1 Month |
|
|
-48.35% |
| 3 Months |
|
|
-59.83% |
| YTD |
|
|
-48.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.360 |
| 1M High / 1M Low: |
0.920 |
0.330 |
| 6M High / 6M Low: |
1.820 |
0.330 |
| High (YTD): |
02/01/2025 |
0.740 |
| Low (YTD): |
16/01/2025 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.420 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.491 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.163 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.42% |
| Volatility 6M: |
|
161.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |