UBS Call 79 GILD 21.03.2025
/ CH1326152704
UBS Call 79 GILD 21.03.2025/ CH1326152704 /
| 23/01/2025 21:55:12 |
Chg.-0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.390EUR |
-0.71% |
-
Bid Size: - |
-
Ask Size: - |
Gilead Sciences Inc |
79.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
UM2UBP |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Gilead Sciences Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
79.00 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: |
6.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
1.35 |
| Time value: |
0.08 |
| Break-even: |
90.20 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
2.14% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
5.71 |
| Rho: |
0.11 |
Quote data
| Open: |
1.360 |
| High: |
1.440 |
| Low: |
1.340 |
| Previous Close: |
1.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.21% |
| 1 Month |
|
|
-8.55% |
| 3 Months |
|
|
+18.80% |
| YTD |
|
|
-7.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.400 |
1.320 |
| 1M High / 1M Low: |
1.550 |
1.070 |
| 6M High / 6M Low: |
1.890 |
0.290 |
| High (YTD): |
22/01/2025 |
1.400 |
| Low (YTD): |
09/01/2025 |
1.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.374 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.323 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.976 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.58% |
| Volatility 6M: |
|
142.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |