UBS Call 128 1YD 21.03.2025
/ DE000UP1J5G6
UBS Call 128 1YD 21.03.2025/ DE000UP1J5G6 /
| 10/01/2025 19:27:09 |
Chg.+0.030 |
Bid21:56:40 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+3.26% |
-
Bid Size: - |
-
Ask Size: - |
BROADCOM INC. DL... |
128.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
UP1J5G |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BROADCOM INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
128.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
10/09/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.51 |
| Parity: |
0.91 |
| Time value: |
0.04 |
| Break-even: |
223.00 |
| Moneyness: |
1.71 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.93 |
| Theta: |
-0.10 |
| Omega: |
2.15 |
| Rho: |
0.21 |
Quote data
| Open: |
0.930 |
| High: |
0.950 |
| Low: |
0.920 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.77% |
| 1 Month |
|
|
+79.25% |
| 3 Months |
|
|
+79.25% |
| YTD |
|
|
-7.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.920 |
| 1M High / 1M Low: |
1.140 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
06/01/2025 |
1.040 |
| Low (YTD): |
09/01/2025 |
0.920 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.982 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.947 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |