UBS Call 17 HPE 17.01.2025
/ DE000UM9VRY0
UBS Call 17 HPE 17.01.2025/ DE000UM9VRY0 /
| 1/10/2025 3:38:43 PM |
Chg.-0.670 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.420EUR |
-13.16% |
-
Bid Size: - |
-
Ask Size: - |
Hewlett Packard Ente... |
17.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
UM9VRY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Hewlett Packard Enterprise Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
8/13/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.89 |
| Intrinsic value: |
4.89 |
| Implied volatility: |
1.54 |
| Historic volatility: |
0.36 |
| Parity: |
4.89 |
| Time value: |
0.22 |
| Break-even: |
21.62 |
| Moneyness: |
1.30 |
| Premium: |
0.01 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.02 |
| Spread %: |
0.39% |
| Delta: |
0.91 |
| Theta: |
-0.06 |
| Omega: |
3.80 |
| Rho: |
0.00 |
Quote data
| Open: |
5.050 |
| High: |
5.050 |
| Low: |
4.420 |
| Previous Close: |
5.090 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.55% |
| 1 Month |
|
|
-4.33% |
| 3 Months |
|
|
+18.18% |
| YTD |
|
|
+2.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.670 |
4.730 |
| 1M High / 1M Low: |
5.670 |
3.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
5.670 |
| Low (YTD): |
1/2/2025 |
4.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.597 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |