UBS Call 23 SGE 21.03.2025
/ CH1322957627
UBS Call 23 SGE 21.03.2025/ CH1322957627 /
| 24/01/2025 19:56:28 |
Chg.+0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+1.41% |
-
Bid Size: - |
-
Ask Size: - |
STE GENERALE INH. EO... |
23.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
UM2GBN |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
STE GENERALE INH. EO 1,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
23.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
08/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.28 |
| Parity: |
0.71 |
| Time value: |
0.03 |
| Break-even: |
30.40 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
2.78% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
3.74 |
| Rho: |
0.03 |
Quote data
| Open: |
0.730 |
| High: |
0.760 |
| Low: |
0.720 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+71.43% |
| 3 Months |
|
|
+221.43% |
| YTD |
|
|
+63.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.640 |
| 1M High / 1M Low: |
0.720 |
0.400 |
| 6M High / 6M Low: |
0.720 |
0.071 |
| High (YTD): |
24/01/2025 |
0.720 |
| Low (YTD): |
03/01/2025 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.672 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.538 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.295 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.67% |
| Volatility 6M: |
|
223.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |