UBS Call 20.5 HPE 17.01.2025
/ DE000UM8GLH1
UBS Call 20.5 HPE 17.01.2025/ DE000UM8GLH1 /
| 10/01/2025 21:05:12 |
Chg.+0.390 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.120EUR |
+22.54% |
-
Bid Size: - |
-
Ask Size: - |
Hewlett Packard Ente... |
20.50 USD |
17/01/2025 |
Call |
Master data
| WKN: |
UM8GLH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Hewlett Packard Enterprise Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.50 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
22/07/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.36 |
| Parity: |
1.49 |
| Time value: |
0.26 |
| Break-even: |
21.66 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.02 |
| Spread %: |
1.16% |
| Delta: |
0.79 |
| Theta: |
-0.04 |
| Omega: |
9.67 |
| Rho: |
0.00 |
Quote data
| Open: |
1.690 |
| High: |
2.140 |
| Low: |
1.110 |
| Previous Close: |
1.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.25% |
| 1 Month |
|
|
+29.27% |
| 3 Months |
|
|
+35.90% |
| YTD |
|
|
+78.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.020 |
1.430 |
| 1M High / 1M Low: |
2.020 |
0.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
06/01/2025 |
2.020 |
| Low (YTD): |
02/01/2025 |
1.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.714 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.472 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
307.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |