UBS Call 16 GZF 21.03.2025/  CH1322951232  /

Frankfurt Zert./UBS
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:   -