UBS Call 415 M4I 21.03.2025
/ DE000UM56EY2
UBS Call 415 M4I 21.03.2025/ DE000UM56EY2 /
| 1/23/2025 9:09:04 AM |
Chg.-0.20 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.01EUR |
-1.78% |
-
Bid Size: - |
-
Ask Size: - |
MASTERCARD INC.A DL-... |
415.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
UM56EY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MASTERCARD INC.A DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
415.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
6/3/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.33 |
| Intrinsic value: |
9.15 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.15 |
| Parity: |
9.15 |
| Time value: |
1.95 |
| Break-even: |
526.00 |
| Moneyness: |
1.22 |
| Premium: |
0.04 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.81 |
| Theta: |
-0.37 |
| Omega: |
3.68 |
| Rho: |
0.46 |
Quote data
| Open: |
11.01 |
| High: |
11.01 |
| Low: |
11.01 |
| Previous Close: |
11.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.29% |
| 1 Month |
|
|
-3.93% |
| 3 Months |
|
|
+8.37% |
| YTD |
|
|
-5.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
11.21 |
10.87 |
| 1M High / 1M Low: |
11.65 |
9.08 |
| 6M High / 6M Low: |
11.81 |
4.46 |
| High (YTD): |
1/2/2025 |
11.36 |
| Low (YTD): |
1/13/2025 |
9.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.02% |
| Volatility 6M: |
|
78.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |