UBS Call 16 GZF 21.03.2025
/ CH1322951232
UBS Call 16 GZF 21.03.2025/ CH1322951232 /
09/01/2025 18:30:54 |
Chg.-0.003 |
Bid19:01:36 |
Ask19:01:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.041EUR |
-6.82% |
- Bid Size: - |
- Ask Size: - |
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: |
34.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.16 |
Parity: |
-0.03 |
Time value: |
0.05 |
Break-even: |
16.46 |
Moneyness: |
0.98 |
Premium: |
0.05 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.00 |
Spread %: |
6.98% |
Delta: |
0.46 |
Theta: |
0.00 |
Omega: |
15.75 |
Rho: |
0.01 |
Quote data
Open: |
0.042 |
High: |
0.048 |
Low: |
0.041 |
Previous Close: |
0.044 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+28.13% |
3 Months |
|
|
-38.81% |
YTD |
|
|
+64.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.044 |
0.037 |
1M High / 1M Low: |
0.044 |
0.018 |
6M High / 6M Low: |
0.104 |
0.014 |
High (YTD): |
08/01/2025 |
0.044 |
Low (YTD): |
02/01/2025 |
0.034 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.041 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.029 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.055 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
202.77% |
Volatility 6M: |
|
322.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |