UBS Call 13.5 GZF 21.03.2025
/ DE000UM673D9
UBS Call 13.5 GZF 21.03.2025/ DE000UM673D9 /
| 1/24/2025 7:31:13 PM |
Chg.-0.013 |
Bid7:59:49 PM |
Ask7:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.212EUR |
-5.78% |
0.211
Bid Size: 20,000 |
0.214
Ask Size: 20,000 |
ENGIE S.A. INH. ... |
13.50 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
UM673D |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ENGIE S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/26/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.16 |
| Parity: |
0.20 |
| Time value: |
0.03 |
| Break-even: |
15.76 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.00 |
| Spread %: |
1.35% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
5.80 |
| Rho: |
0.02 |
Quote data
| Open: |
0.216 |
| High: |
0.216 |
| Low: |
0.208 |
| Previous Close: |
0.225 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.48% |
| 1 Month |
|
|
+19.10% |
| 3 Months |
|
|
-15.20% |
| YTD |
|
|
+9.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.212 |
| 1M High / 1M Low: |
0.270 |
0.192 |
| 6M High / 6M Low: |
0.290 |
0.144 |
| High (YTD): |
1/17/2025 |
0.270 |
| Low (YTD): |
1/22/2025 |
0.212 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.232 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.229 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.47% |
| Volatility 6M: |
|
96.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |