UBS Call 245 ADP 21.03.2025
/ DE000UM79WY6
UBS Call 245 ADP 21.03.2025/ DE000UM79WY6 /
| 1/24/2025 7:26:34 PM |
Chg.+0.150 |
Bid9:56:16 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.200EUR |
+2.97% |
-
Bid Size: - |
-
Ask Size: - |
Automatic Data Proce... |
245.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
UM79WY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
245.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
8/21/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.06 |
| Intrinsic value: |
4.96 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.15 |
| Parity: |
4.96 |
| Time value: |
0.24 |
| Break-even: |
285.45 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
1.17% |
| Delta: |
0.93 |
| Theta: |
-0.07 |
| Omega: |
5.05 |
| Rho: |
0.32 |
Quote data
| Open: |
4.930 |
| High: |
5.210 |
| Low: |
4.930 |
| Previous Close: |
5.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.99% |
| 1 Month |
|
|
+3.38% |
| 3 Months |
|
|
+11.35% |
| YTD |
|
|
+0.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.270 |
5.050 |
| 1M High / 1M Low: |
5.360 |
4.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/17/2025 |
5.360 |
| Low (YTD): |
1/6/2025 |
4.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.933 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |