UBS Call 13 GZF 21.03.2025
/ DE000UM7JF62
UBS Call 13 GZF 21.03.2025/ DE000UM7JF62 /
| 1/24/2025 7:32:18 PM |
Chg.-0.010 |
Bid7:45:58 PM |
Ask7:45:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-3.85% |
0.250
Bid Size: 20,000 |
0.260
Ask Size: 20,000 |
ENGIE S.A. INH. ... |
13.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
UM7JF6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ENGIE S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/26/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.16 |
| Parity: |
0.25 |
| Time value: |
0.03 |
| Break-even: |
15.80 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
4.72 |
| Rho: |
0.02 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.35% |
| 1 Month |
|
|
+11.61% |
| 3 Months |
|
|
-13.79% |
| YTD |
|
|
+4.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.250 |
| 1M High / 1M Low: |
0.310 |
0.237 |
| 6M High / 6M Low: |
0.340 |
0.183 |
| High (YTD): |
1/17/2025 |
0.310 |
| Low (YTD): |
1/22/2025 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.276 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.273 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.271 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.21% |
| Volatility 6M: |
|
81.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |