UBS Call 220 MTX 21.03.2025
/ CH1322933651
UBS Call 220 MTX 21.03.2025/ CH1322933651 /
| 1/23/2025 7:39:50 PM |
Chg.+0.760 |
Bid8:28:41 AM |
Ask8:28:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 13.020EUR |
+6.20% |
-
Bid Size: - |
-
Ask Size: - |
MTU AERO ENGINES NA ... |
220.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
UM2P0S |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MTU AERO ENGINES NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
13.08 |
| Intrinsic value: |
12.99 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.21 |
| Parity: |
12.99 |
| Time value: |
0.32 |
| Break-even: |
353.10 |
| Moneyness: |
1.59 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.30 |
| Spread %: |
2.31% |
| Delta: |
0.95 |
| Theta: |
-0.11 |
| Omega: |
2.51 |
| Rho: |
0.31 |
Quote data
| Open: |
12.260 |
| High: |
13.070 |
| Low: |
12.260 |
| Previous Close: |
12.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.02% |
| 1 Month |
|
|
+30.20% |
| 3 Months |
|
|
+36.19% |
| YTD |
|
|
+26.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
13.020 |
11.210 |
| 1M High / 1M Low: |
13.020 |
9.830 |
| 6M High / 6M Low: |
13.020 |
4.650 |
| High (YTD): |
1/23/2025 |
13.020 |
| Low (YTD): |
1/6/2025 |
9.830 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.910 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.763 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.184 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.20% |
| Volatility 6M: |
|
68.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |