UBS Call 132 1YD 19.09.2025/  DE000UP06B67  /

EUWAX
1/10/2025  8:22:35 AM Chg.0.000 Bid6:47:04 PM Ask6:47:04 PM Underlying Strike price Expiration date Option type
0.930EUR 0.00% 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: 0.930
Low: 0.930
Previous Close: 0.930
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.12%
1 Month  
+97.87%
3 Months  
+72.22%
YTD
  -9.71%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.990 0.930
1M High / 1M Low: 1.100 0.420
6M High / 6M Low: - -
High (YTD): 1/7/2025 0.990
Low (YTD): 1/9/2025 0.930
52W High: - -
52W Low: - -
Avg. price 1W:   0.960
Avg. volume 1W:   0.000
Avg. price 1M:   0.877
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   265.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -