UBS Call 17.25 HPE 17.01.2025
/ DE000UM9L3Z6
UBS Call 17.25 HPE 17.01.2025/ DE000UM9L3Z6 /
| 10/01/2025 15:38:35 |
Chg.-0.670 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.180EUR |
-13.81% |
-
Bid Size: - |
-
Ask Size: - |
Hewlett Packard Ente... |
17.25 USD |
17/01/2025 |
Call |
Master data
| WKN: |
UM9L3Z |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Hewlett Packard Enterprise Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.25 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: |
4.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.65 |
| Intrinsic value: |
4.64 |
| Implied volatility: |
1.44 |
| Historic volatility: |
0.36 |
| Parity: |
4.64 |
| Time value: |
0.21 |
| Break-even: |
21.60 |
| Moneyness: |
1.28 |
| Premium: |
0.01 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.91 |
| Theta: |
-0.05 |
| Omega: |
4.01 |
| Rho: |
0.00 |
Quote data
| Open: |
4.810 |
| High: |
4.810 |
| Low: |
4.180 |
| Previous Close: |
4.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.90% |
| 1 Month |
|
|
-5.00% |
| 3 Months |
|
|
+17.75% |
| YTD |
|
|
+2.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.430 |
4.490 |
| 1M High / 1M Low: |
5.430 |
3.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
06/01/2025 |
5.430 |
| Low (YTD): |
02/01/2025 |
4.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.872 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.361 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |