UBS Call 450 MA 21.03.2025
/ CH1326123127
UBS Call 450 MA 21.03.2025/ CH1326123127 /
| 1/24/2025 9:56:49 PM |
Chg.-0.100 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.390EUR |
-1.18% |
-
Bid Size: - |
-
Ask Size: - |
MasterCard Incorpora... |
450.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
UM2EZU |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MasterCard Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
2/15/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.13 |
| Intrinsic value: |
7.96 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.15 |
| Parity: |
7.96 |
| Time value: |
0.41 |
| Break-even: |
512.49 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
-0.03 |
| Spread %: |
-0.36% |
| Delta: |
0.92 |
| Theta: |
-0.11 |
| Omega: |
5.61 |
| Rho: |
0.58 |
Quote data
| Open: |
8.380 |
| High: |
8.630 |
| Low: |
8.240 |
| Previous Close: |
8.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.15% |
| 1 Month |
|
|
+1.33% |
| 3 Months |
|
|
+23.93% |
| YTD |
|
|
+2.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
8.490 |
7.850 |
| 1M High / 1M Low: |
8.490 |
6.110 |
| 6M High / 6M Low: |
8.750 |
2.980 |
| High (YTD): |
1/23/2025 |
8.490 |
| Low (YTD): |
1/10/2025 |
6.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.172 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.461 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.414 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.20% |
| Volatility 6M: |
|
103.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |