UBS Call 132 1YD 19.09.2025/  DE000UP06B67  /

UBS Investment Bank
1/10/2025  6:25:49 PM Chg.+0.020 Bid6:25:49 PM Ask6:25:49 PM Underlying Strike price Expiration date Option type
0.940EUR +2.17% 0.940
Bid Size: 75,000
0.960
Ask Size: 75,000
BROADCOM INC. DL... 132.00 - 9/19/2025 Call
 

Master data

WKN: UP06B6
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BROADCOM INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 132.00 -
Maturity: 9/19/2025
Issue date: 9/10/2024
Last trading day: 9/18/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.12
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.91
Implied volatility: 0.77
Historic volatility: 0.51
Parity: 0.91
Time value: 0.14
Break-even: 237.00
Moneyness: 1.69
Premium: 0.06
Premium p.a.: 0.09
Spread abs.: 0.13
Spread %: 14.13%
Delta: 0.88
Theta: -0.06
Omega: 1.86
Rho: 0.63
 

Quote data

Open: 0.930
High: 0.970
Low: 0.910
Previous Close: 0.920
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.84%
1 Month  
+100.00%
3 Months  
+62.07%
YTD
  -7.84%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.050 0.920
1M High / 1M Low: 1.160 0.470
6M High / 6M Low: - -
High (YTD): 1/6/2025 1.050
Low (YTD): 1/9/2025 0.920
52W High: - -
52W Low: - -
Avg. price 1W:   0.992
Avg. volume 1W:   0.000
Avg. price 1M:   0.921
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   266.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -