UBS Call 495 MA 21.03.2025
/ CH1326136947
UBS Call 495 MA 21.03.2025/ CH1326136947 /
| 1/24/2025 9:56:49 PM |
Chg.-0.080 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.430EUR |
-1.77% |
-
Bid Size: - |
-
Ask Size: - |
MasterCard Incorpora... |
495.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
UM2ANH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MasterCard Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
495.00 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: |
11.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.98 |
| Intrinsic value: |
3.67 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.15 |
| Parity: |
3.67 |
| Time value: |
0.83 |
| Break-even: |
516.66 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.07 |
| Spread %: |
1.58% |
| Delta: |
0.79 |
| Theta: |
-0.16 |
| Omega: |
8.97 |
| Rho: |
0.54 |
Quote data
| Open: |
4.420 |
| High: |
4.650 |
| Low: |
4.310 |
| Previous Close: |
4.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.72% |
| 1 Month |
|
|
-2.21% |
| 3 Months |
|
|
+20.38% |
| YTD |
|
|
-0.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.510 |
3.960 |
| 1M High / 1M Low: |
4.680 |
2.630 |
| 6M High / 6M Low: |
4.980 |
1.360 |
| High (YTD): |
1/23/2025 |
4.510 |
| Low (YTD): |
1/10/2025 |
2.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.707 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.363 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.27% |
| Volatility 6M: |
|
147.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |