UBS Call 16 GZF 21.03.2025
/ CH1322951232
UBS Call 16 GZF 21.03.2025/ CH1322951232 /
| 24/01/2025 19:31:18 |
Chg.-0.006 |
Bid19:45:35 |
Ask19:45:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.028EUR |
-17.65% |
0.028
Bid Size: 20,000 |
0.031
Ask Size: 20,000 |
ENGIE S.A. INH. ... |
16.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
UM166D |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ENGIE S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
08/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
50.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.16 |
| Parity: |
-0.05 |
| Time value: |
0.03 |
| Break-even: |
16.31 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.00 |
| Spread %: |
10.71% |
| Delta: |
0.38 |
| Theta: |
0.00 |
| Omega: |
18.94 |
| Rho: |
0.01 |
Quote data
| Open: |
0.030 |
| High: |
0.030 |
| Low: |
0.027 |
| Previous Close: |
0.034 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.54% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
-55.56% |
| YTD |
|
|
+12.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.041 |
0.028 |
| 1M High / 1M Low: |
0.059 |
0.024 |
| 6M High / 6M Low: |
0.104 |
0.014 |
| High (YTD): |
17/01/2025 |
0.059 |
| Low (YTD): |
24/01/2025 |
0.028 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.034 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.039 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.056 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.52% |
| Volatility 6M: |
|
331.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |