UBS Call 135 MMM 21.03.2025/  DE000UM8DER2  /

EUWAX
1/23/2025  8:43:41 AM Chg.+0.12 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
1.52EUR +8.57% -
Bid Size: -
-
Ask Size: -
3M Company 135.00 USD 3/21/2025 Call
 

Master data

WKN: UM8DER
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: 3M Company
Type: Warrant
Option type: Call
Strike price: 135.00 USD
Maturity: 3/21/2025
Issue date: 7/31/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.48
Leverage: Yes

Calculated values

Fair value: 1.59
Intrinsic value: 1.36
Implied volatility: 0.37
Historic volatility: 0.30
Parity: 1.36
Time value: 0.33
Break-even: 146.61
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.16
Spread abs.: 0.04
Spread %: 2.42%
Delta: 0.78
Theta: -0.06
Omega: 6.64
Rho: 0.15
 

Quote data

Open: 1.52
High: 1.52
Low: 1.52
Previous Close: 1.40
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+70.79%
1 Month  
+162.07%
3 Months  
+117.14%
YTD  
+192.31%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.40 0.89
1M High / 1M Low: 1.40 0.50
6M High / 6M Low: - -
High (YTD): 1/22/2025 1.40
Low (YTD): 1/6/2025 0.50
52W High: - -
52W Low: - -
Avg. price 1W:   1.07
Avg. volume 1W:   0.00
Avg. price 1M:   0.73
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   210.44%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -