UBS Call 32 R6C0 21.03.2025
/ CH1322947065
UBS Call 32 R6C0 21.03.2025/ CH1322947065 /
| 24/01/2025 17:36:32 |
Chg.-0.028 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.050EUR |
-35.90% |
-
Bid Size: - |
-
Ask Size: - |
SHELL PLC |
32.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
UM2P9P |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SHELL PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
08/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
39.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.17 |
| Parity: |
0.01 |
| Time value: |
0.08 |
| Break-even: |
32.81 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.00 |
| Spread %: |
3.85% |
| Delta: |
0.55 |
| Theta: |
-0.01 |
| Omega: |
21.86 |
| Rho: |
0.03 |
Quote data
| Open: |
0.068 |
| High: |
0.072 |
| Low: |
0.050 |
| Previous Close: |
0.078 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.52% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
-48.45% |
| YTD |
|
|
+72.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.115 |
0.075 |
| 1M High / 1M Low: |
0.118 |
0.024 |
| 6M High / 6M Low: |
0.300 |
0.023 |
| High (YTD): |
15/01/2025 |
0.118 |
| Low (YTD): |
02/01/2025 |
0.046 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.093 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.122 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
336.16% |
| Volatility 6M: |
|
272.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |