UBS Call 2550 HMI 21.03.2025/  DE000UP72J35  /

UBS Investment Bank
24/01/2025  21:56:34 Chg.+0.050 Bid- Ask- Underlying Strike price Expiration date Option type
1.920EUR +2.67% -
Bid Size: -
-
Ask Size: -
HERMES INTERNATIONAL... 2,550.00 EUR 21/03/2025 Call
 

Master data

WKN: UP72J3
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: HERMES INTERNATIONAL O.N.
Type: Warrant
Option type: Call
Strike price: 2,550.00 EUR
Maturity: 21/03/2025
Issue date: 11/12/2024
Last trading day: 20/03/2025
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 13.65
Leverage: Yes

Calculated values

Fair value: 1.78
Intrinsic value: 1.12
Implied volatility: 0.31
Historic volatility: 0.26
Parity: 1.12
Time value: 0.83
Break-even: 2,745.00
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.23
Spread abs.: 0.03
Spread %: 1.56%
Delta: 0.67
Theta: -1.16
Omega: 9.21
Rho: 2.41
 

Quote data

Open: 1.880
High: 2.240
Low: 1.850
Previous Close: 1.870
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+93.94%
1 Month  
+308.51%
3 Months     -
YTD  
+336.36%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.920 1.010
1M High / 1M Low: 1.920 0.244
6M High / 6M Low: - -
High (YTD): 24/01/2025 1.920
Low (YTD): 03/01/2025 0.244
52W High: - -
52W Low: - -
Avg. price 1W:   1.548
Avg. volume 1W:   0.000
Avg. price 1M:   0.833
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   435.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -