UBS Call 19.5 HPE 17.01.2025
/ DE000UM71RP1
UBS Call 19.5 HPE 17.01.2025/ DE000UM71RP1 /
| 1/10/2025 3:39:17 PM |
Chg.-0.670 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.010EUR |
-25.00% |
-
Bid Size: - |
-
Ask Size: - |
Hewlett Packard Ente... |
19.50 USD |
1/17/2025 |
Call |
Master data
| WKN: |
UM71RP |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Hewlett Packard Enterprise Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
19.50 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
7/22/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.47 |
| Intrinsic value: |
2.46 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.36 |
| Parity: |
2.46 |
| Time value: |
0.22 |
| Break-even: |
21.62 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.85 |
| Theta: |
-0.04 |
| Omega: |
6.81 |
| Rho: |
0.00 |
Quote data
| Open: |
2.630 |
| High: |
2.630 |
| Low: |
2.010 |
| Previous Close: |
2.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.10% |
| 1 Month |
|
|
-16.25% |
| 3 Months |
|
|
-2.90% |
| YTD |
|
|
+0.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.280 |
2.340 |
| 1M High / 1M Low: |
3.280 |
1.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
3.280 |
| Low (YTD): |
1/2/2025 |
2.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.299 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
256.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |