UBS Call 132 1YD 19.12.2025/  DE000UP1EGY3  /

UBS Investment Bank
1/10/2025  9:55:19 PM Chg.+0.020 Bid- Ask- Underlying Strike price Expiration date Option type
0.970EUR +2.11% -
Bid Size: -
-
Ask Size: -
BROADCOM INC. DL... 132.00 - 12/19/2025 Call
 

Master data

WKN: UP1EGY
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BROADCOM INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 132.00 -
Maturity: 12/19/2025
Issue date: 9/10/2024
Last trading day: 12/18/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.06
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 0.91
Implied volatility: 0.72
Historic volatility: 0.51
Parity: 0.91
Time value: 0.17
Break-even: 240.00
Moneyness: 1.69
Premium: 0.08
Premium p.a.: 0.08
Spread abs.: 0.13
Spread %: 13.68%
Delta: 0.87
Theta: -0.05
Omega: 1.80
Rho: 0.81
 

Quote data

Open: 0.950
High: 0.990
Low: 0.940
Previous Close: 0.950
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.73%
1 Month  
+94.00%
3 Months  
+61.67%
YTD
  -6.73%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.070 0.950
1M High / 1M Low: 1.180 0.500
6M High / 6M Low: - -
High (YTD): 1/6/2025 1.070
Low (YTD): 1/9/2025 0.950
52W High: - -
52W Low: - -
Avg. price 1W:   1.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.945
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   249.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -