UBS Call 48 UNVB 21.03.2025
/ DE000UM7CMD9
UBS Call 48 UNVB 21.03.2025/ DE000UM7CMD9 /
| 1/10/2025 1:37:06 PM |
Chg.-0.010 |
Bid1:37:06 PM |
Ask1:37:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-1.47% |
0.670
Bid Size: 20,000 |
0.680
Ask Size: 20,000 |
UNILEVER PLC LS-,0... |
48.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
UM7CMD |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
UNILEVER PLC LS-,031111 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/26/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.16 |
| Parity: |
0.67 |
| Time value: |
0.04 |
| Break-even: |
55.10 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
4.41% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
7.33 |
| Rho: |
0.09 |
Quote data
| Open: |
0.690 |
| High: |
0.700 |
| Low: |
0.650 |
| Previous Close: |
0.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.22% |
| 1 Month |
|
|
-17.28% |
| 3 Months |
|
|
-30.21% |
| YTD |
|
|
-9.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.580 |
| 1M High / 1M Low: |
0.890 |
0.580 |
| 6M High / 6M Low: |
1.210 |
0.550 |
| High (YTD): |
1/3/2025 |
0.730 |
| Low (YTD): |
1/6/2025 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.652 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.756 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.886 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.60% |
| Volatility 6M: |
|
116.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |