UBS Call 15 GZF 21.03.2025
/ CH1322951216
UBS Call 15 GZF 21.03.2025/ CH1322951216 /
| 1/24/2025 7:34:05 PM |
Chg.-0.010 |
Bid7:59:49 PM |
Ask7:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.082EUR |
-10.87% |
0.081
Bid Size: 20,000 |
0.084
Ask Size: 20,000 |
ENGIE S.A. INH. ... |
15.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
UM2C6A |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ENGIE S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.16 |
| Parity: |
0.05 |
| Time value: |
0.04 |
| Break-even: |
15.94 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.00 |
| Spread %: |
3.30% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
10.90 |
| Rho: |
0.01 |
Quote data
| Open: |
0.085 |
| High: |
0.085 |
| Low: |
0.079 |
| Previous Close: |
0.092 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.35% |
| 1 Month |
|
|
+32.26% |
| 3 Months |
|
|
-38.35% |
| YTD |
|
|
+13.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.133 |
0.083 |
| 1M High / 1M Low: |
0.133 |
0.071 |
| 6M High / 6M Low: |
0.173 |
0.052 |
| High (YTD): |
1/17/2025 |
0.133 |
| Low (YTD): |
1/22/2025 |
0.083 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.103 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.100 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.112 |
| Avg. volume 6M: |
|
1,252.033 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.73% |
| Volatility 6M: |
|
170.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |