UBS Call 132 1YD 16.01.2026/  DE000UP07DX2  /

UBS Investment Bank
1/24/2025  9:54:41 PM Chg.+0.040 Bid- Ask- Underlying Strike price Expiration date Option type
1.140EUR +3.64% -
Bid Size: -
-
Ask Size: -
BROADCOM INC. DL... 132.00 - 1/16/2026 Call
 

Master data

WKN: UP07DX
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BROADCOM INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 132.00 -
Maturity: 1/16/2026
Issue date: 9/10/2024
Last trading day: 1/15/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.05
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 1.01
Implied volatility: 0.63
Historic volatility: 0.50
Parity: 1.01
Time value: 0.13
Break-even: 246.00
Moneyness: 1.77
Premium: 0.06
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.90
Theta: -0.04
Omega: 1.84
Rho: 0.93
 

Quote data

Open: 1.040
High: 1.180
Low: 1.030
Previous Close: 1.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.59%
1 Month  
+9.62%
3 Months  
+119.23%
YTD  
+8.57%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.140 1.100
1M High / 1M Low: 1.140 0.950
6M High / 6M Low: - -
High (YTD): 1/24/2025 1.140
Low (YTD): 1/9/2025 0.950
52W High: - -
52W Low: - -
Avg. price 1W:   1.110
Avg. volume 1W:   0.000
Avg. price 1M:   1.049
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   54.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -