UBS Call 85 SNW 21.03.2025
/ DE000UM7TMP7
UBS Call 85 SNW 21.03.2025/ DE000UM7TMP7 /
| 24/01/2025 19:28:30 |
Chg.+0.030 |
Bid19:59:11 |
Ask19:59:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.580EUR |
+1.94% |
1.580
Bid Size: 5,000 |
1.610
Ask Size: 5,000 |
SANOFI SA INHABER ... |
85.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
UM7TMP |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
26/06/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
1.52 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.18 |
| Parity: |
1.52 |
| Time value: |
0.08 |
| Break-even: |
101.00 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
1.91% |
| Delta: |
0.92 |
| Theta: |
-0.02 |
| Omega: |
5.75 |
| Rho: |
0.11 |
Quote data
| Open: |
1.580 |
| High: |
1.650 |
| Low: |
1.570 |
| Previous Close: |
1.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.06% |
| 1 Month |
|
|
+71.74% |
| 3 Months |
|
|
-7.60% |
| YTD |
|
|
+53.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.580 |
1.440 |
| 1M High / 1M Low: |
1.580 |
0.980 |
| 6M High / 6M Low: |
2.270 |
0.860 |
| High (YTD): |
24/01/2025 |
1.580 |
| Low (YTD): |
03/01/2025 |
0.980 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.504 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.247 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.487 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.59% |
| Volatility 6M: |
|
99.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |