UBS Call 210 MTX 21.03.2025
/ CH1322933636
UBS Call 210 MTX 21.03.2025/ CH1322933636 /
| 10/01/2025 13:21:47 |
Chg.+0.230 |
Bid13:21:47 |
Ask13:21:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.550EUR |
+2.03% |
11.550
Bid Size: 2,500 |
11.650
Ask Size: 2,500 |
MTU AERO ENGINES NA ... |
210.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
UM180W |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MTU AERO ENGINES NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
08/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.30 |
| Intrinsic value: |
11.19 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.21 |
| Parity: |
11.19 |
| Time value: |
0.43 |
| Break-even: |
326.20 |
| Moneyness: |
1.53 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.30 |
| Spread %: |
2.65% |
| Delta: |
0.94 |
| Theta: |
-0.10 |
| Omega: |
2.60 |
| Rho: |
0.36 |
Quote data
| Open: |
11.250 |
| High: |
11.760 |
| Low: |
11.240 |
| Previous Close: |
11.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.75% |
| 1 Month |
|
|
+3.49% |
| 3 Months |
|
|
+44.74% |
| YTD |
|
|
+1.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
11.520 |
10.780 |
| 1M High / 1M Low: |
11.840 |
10.780 |
| 6M High / 6M Low: |
12.000 |
4.790 |
| High (YTD): |
08/01/2025 |
11.520 |
| Low (YTD): |
06/01/2025 |
10.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.078 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
11.297 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.489 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.85% |
| Volatility 6M: |
|
64.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |