UBS Call 405 M4I 21.03.2025
/ DE000UM6NEU9
UBS Call 405 M4I 21.03.2025/ DE000UM6NEU9 /
| 1/23/2025 9:56:45 PM |
Chg.+0.660 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.700EUR |
+5.48% |
-
Bid Size: - |
-
Ask Size: - |
MASTERCARD INC.A DL-... |
405.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
UM6NEU |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MASTERCARD INC.A DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
405.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
6/3/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.33 |
| Intrinsic value: |
10.15 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.15 |
| Parity: |
10.15 |
| Time value: |
1.98 |
| Break-even: |
526.30 |
| Moneyness: |
1.25 |
| Premium: |
0.04 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.09 |
| Spread %: |
0.75% |
| Delta: |
0.82 |
| Theta: |
-0.38 |
| Omega: |
3.41 |
| Rho: |
0.46 |
Quote data
| Open: |
11.980 |
| High: |
12.710 |
| Low: |
11.900 |
| Previous Close: |
12.040 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.63% |
| 1 Month |
|
|
+2.42% |
| 3 Months |
|
|
+14.52% |
| YTD |
|
|
+3.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
12.360 |
11.800 |
| 1M High / 1M Low: |
12.630 |
10.220 |
| 6M High / 6M Low: |
12.850 |
5.050 |
| High (YTD): |
1/20/2025 |
12.360 |
| Low (YTD): |
1/10/2025 |
10.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.096 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
11.553 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.899 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.18% |
| Volatility 6M: |
|
76.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |