UBS Call 32 R6C0 21.03.2025
/ CH1322947065
UBS Call 32 R6C0 21.03.2025/ CH1322947065 /
| 1/24/2025 9:27:13 AM |
Chg.-0.006 |
Bid8:00:02 PM |
Ask8:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
-7.89% |
-
Bid Size: - |
-
Ask Size: - |
SHELL PLC |
32.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
3/20/2025 |
| 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: |
0.070 |
| High: |
0.070 |
| Low: |
0.070 |
| Previous Close: |
0.076 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.13% |
| 1 Month |
|
|
+180.00% |
| 3 Months |
|
|
-29.29% |
| YTD |
|
|
+159.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.115 |
0.076 |
| 1M High / 1M Low: |
0.115 |
0.027 |
| 6M High / 6M Low: |
0.320 |
0.025 |
| High (YTD): |
1/17/2025 |
0.115 |
| Low (YTD): |
1/3/2025 |
0.063 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.082 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.126 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
515.64% |
| Volatility 6M: |
|
300.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |