UBS Call 21.5 HPE 21.03.2025
/ DE000UM73XW1
UBS Call 21.5 HPE 21.03.2025/ DE000UM73XW1 /
| 1/24/2025 10:01:25 AM |
Chg.-0.04 |
Bid10:00:19 PM |
Ask10:00:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.21EUR |
-1.23% |
-
Bid Size: - |
-
Ask Size: - |
Hewlett Packard Ente... |
21.50 USD |
3/21/2025 |
Call |
Master data
| WKN: |
UM73XW |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Hewlett Packard Enterprise Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.50 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
7/22/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.09 |
| Intrinsic value: |
2.73 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.35 |
| Parity: |
2.73 |
| Time value: |
0.56 |
| Break-even: |
23.78 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.05 |
| Spread %: |
1.54% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
5.66 |
| Rho: |
0.02 |
Quote data
| Open: |
3.21 |
| High: |
3.21 |
| Low: |
3.21 |
| Previous Close: |
3.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.99% |
| 1 Month |
|
|
+73.51% |
| 3 Months |
|
|
+208.65% |
| YTD |
|
|
+96.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.25 |
2.41 |
| 1M High / 1M Low: |
3.25 |
1.53 |
| 6M High / 6M Low: |
3.25 |
0.36 |
| High (YTD): |
1/23/2025 |
3.25 |
| Low (YTD): |
1/2/2025 |
1.53 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.92% |
| Volatility 6M: |
|
249.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |