UBS Call 230 MTX 21.03.2025
/ CH1322933677
UBS Call 230 MTX 21.03.2025/ CH1322933677 /
| 1/9/2025 5:27:42 PM |
Chg.-0.130 |
Bid5:39:14 PM |
Ask5:39:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.420EUR |
-1.36% |
9.320
Bid Size: 1,000 |
9.620
Ask Size: 1,000 |
MTU AERO ENGINES NA ... |
230.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
UM2DP6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MTU AERO ENGINES NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.56 |
| Intrinsic value: |
9.43 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.21 |
| Parity: |
9.43 |
| Time value: |
0.44 |
| Break-even: |
328.70 |
| Moneyness: |
1.41 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.30 |
| Spread %: |
3.13% |
| Delta: |
0.93 |
| Theta: |
-0.10 |
| Omega: |
3.04 |
| Rho: |
0.39 |
Quote data
| Open: |
9.680 |
| High: |
9.680 |
| Low: |
9.380 |
| Previous Close: |
9.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.50% |
| 1 Month |
|
|
+2.28% |
| 3 Months |
|
|
+49.76% |
| YTD |
|
|
+0.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
9.550 |
8.870 |
| 1M High / 1M Low: |
9.940 |
8.870 |
| 6M High / 6M Low: |
9.990 |
3.480 |
| High (YTD): |
1/8/2025 |
9.550 |
| Low (YTD): |
1/6/2025 |
8.870 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.390 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.707 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
38.09% |
| Volatility 6M: |
|
75.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |