UBS Call 10.5 FTE 19.09.2025
/ DE000UM77SV4
UBS Call 10.5 FTE 19.09.2025/ DE000UM77SV4 /
| 1/24/2025 7:27:42 PM |
Chg.-0.020 |
Bid7:54:08 PM |
Ask7:54:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-5.56% |
0.330
Bid Size: 2,500 |
0.360
Ask Size: 2,500 |
ORANGE INH. ... |
10.50 EUR |
9/19/2025 |
Call |
Master data
| WKN: |
UM77SV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 EUR |
| Maturity: |
9/19/2025 |
| Issue date: |
7/25/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
28.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.15 |
| Parity: |
-0.35 |
| Time value: |
0.36 |
| Break-even: |
10.86 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
9.09% |
| Delta: |
0.46 |
| Theta: |
0.00 |
| Omega: |
13.07 |
| Rho: |
0.03 |
Quote data
| Open: |
0.380 |
| High: |
0.410 |
| Low: |
0.330 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.05% |
| 1 Month |
|
|
+106.06% |
| 3 Months |
|
|
+6.25% |
| YTD |
|
|
+79.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.340 |
| 1M High / 1M Low: |
0.440 |
0.164 |
| 6M High / 6M Low: |
0.850 |
0.150 |
| High (YTD): |
1/21/2025 |
0.440 |
| Low (YTD): |
1/7/2025 |
0.164 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.269 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.390 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.28% |
| Volatility 6M: |
|
181.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |