UBS Call 490 MA 21.03.2025
/ CH1326136939
UBS Call 490 MA 21.03.2025/ CH1326136939 /
| 24/01/2025 19:37:53 |
Chg.+0.060 |
Bid21:56:57 |
Ask21:56:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.940EUR |
+1.23% |
-
Bid Size: - |
-
Ask Size: - |
MasterCard Incorpora... |
490.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
UM2HAZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MasterCard Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
490.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
15/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.42 |
| Intrinsic value: |
4.14 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.15 |
| Parity: |
4.14 |
| Time value: |
0.78 |
| Break-even: |
516.10 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.07 |
| Spread %: |
1.44% |
| Delta: |
0.81 |
| Theta: |
-0.16 |
| Omega: |
8.40 |
| Rho: |
0.55 |
Quote data
| Open: |
4.830 |
| High: |
4.990 |
| Low: |
4.820 |
| Previous Close: |
4.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.56% |
| 1 Month |
|
|
+4.00% |
| 3 Months |
|
|
+26.67% |
| YTD |
|
|
+1.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.940 |
4.420 |
| 1M High / 1M Low: |
5.070 |
2.980 |
| 6M High / 6M Low: |
5.440 |
1.550 |
| High (YTD): |
24/01/2025 |
4.940 |
| Low (YTD): |
13/01/2025 |
2.980 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.652 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.132 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.666 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.97% |
| Volatility 6M: |
|
145.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |