UBS Call 215 MTX 21.03.2025/  CH1322933644  /

Frankfurt Zert./UBS
1/23/2025  7:29:37 PM Chg.+0.780 Bid8:28:41 AM Ask8:28:41 AM Underlying Strike price Expiration date Option type
13.530EUR +6.12% -
Bid Size: -
-
Ask Size: -
MTU AERO ENGINES NA ... 215.00 EUR 3/21/2025 Call
 

Master data

WKN: UM2BJ0
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MTU AERO ENGINES NA O.N.
Type: Warrant
Option type: Call
Strike price: 215.00 EUR
Maturity: 3/21/2025
Issue date: 2/8/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.54
Leverage: Yes

Calculated values

Fair value: 13.58
Intrinsic value: 13.49
Implied volatility: 0.80
Historic volatility: 0.21
Parity: 13.49
Time value: 0.31
Break-even: 353.00
Moneyness: 1.63
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.30
Spread %: 2.22%
Delta: 0.96
Theta: -0.10
Omega: 2.43
Rho: 0.30
 

Quote data

Open: 12.760
High: 13.600
Low: 12.760
Previous Close: 12.750
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+12.66%
1 Month  
+28.98%
3 Months  
+34.76%
YTD  
+25.39%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 13.530 11.710
1M High / 1M Low: 13.530 10.310
6M High / 6M Low: 13.530 5.030
High (YTD): 1/23/2025 13.530
Low (YTD): 1/6/2025 10.310
52W High: - -
52W Low: - -
Avg. price 1W:   12.406
Avg. volume 1W:   0.000
Avg. price 1M:   11.251
Avg. volume 1M:   0.000
Avg. price 6M:   8.610
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   47.05%
Volatility 6M:   61.54%
Volatility 1Y:   -
Volatility 3Y:   -