UBS Call 215 MTX 21.03.2025
/ CH1322933644
UBS Call 215 MTX 21.03.2025/ CH1322933644 /
| 23/01/2025 17:27:56 |
Chg.- |
Bid22:00:19 |
Ask22:00:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 13.59EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MTU AERO ENGINES NA ... |
215.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
UM2BJ0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MTU AERO ENGINES NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
215.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
08/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.30 |
| Intrinsic value: |
11.21 |
| Implied volatility: |
1.54 |
| Historic volatility: |
0.22 |
| Parity: |
11.21 |
| Time value: |
2.27 |
| Break-even: |
349.80 |
| Moneyness: |
1.52 |
| Premium: |
0.07 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.30 |
| Spread %: |
2.28% |
| Delta: |
0.84 |
| Theta: |
-0.44 |
| Omega: |
2.05 |
| Rho: |
0.21 |
Quote data
| Open: |
12.79 |
| High: |
13.59 |
| Low: |
12.79 |
| Previous Close: |
12.81 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.59% |
| 1 Month |
|
|
+27.97% |
| 3 Months |
|
|
+38.96% |
| YTD |
|
|
+25.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
13.59 |
11.69 |
| 1M High / 1M Low: |
13.59 |
10.40 |
| 6M High / 6M Low: |
13.59 |
5.02 |
| High (YTD): |
23/01/2025 |
13.59 |
| Low (YTD): |
03/01/2025 |
10.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.44% |
| Volatility 6M: |
|
77.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |