UBS Call 67 GIS 21.03.2025
/ DE000UM4CR19
UBS Call 67 GIS 21.03.2025/ DE000UM4CR19 /
| 1/23/2025 9:56:55 PM |
Chg.-0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.510EUR |
-0.79% |
-
Bid Size: - |
-
Ask Size: - |
GILEAD SCIENCES DL... |
67.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
UM4CR1 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
GILEAD SCIENCES DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
67.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.27 |
| Intrinsic value: |
2.24 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.21 |
| Parity: |
2.24 |
| Time value: |
0.29 |
| Break-even: |
92.30 |
| Moneyness: |
1.33 |
| Premium: |
0.03 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.85 |
| Theta: |
-0.06 |
| Omega: |
3.01 |
| Rho: |
0.08 |
Quote data
| Open: |
2.480 |
| High: |
2.560 |
| Low: |
2.460 |
| Previous Close: |
2.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.29% |
| 1 Month |
|
|
-3.83% |
| 3 Months |
|
|
+26.13% |
| YTD |
|
|
-3.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.530 |
2.430 |
| 1M High / 1M Low: |
2.640 |
2.160 |
| 6M High / 6M Low: |
2.880 |
0.780 |
| High (YTD): |
1/22/2025 |
2.530 |
| Low (YTD): |
1/9/2025 |
2.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.478 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.432 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.863 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.68% |
| Volatility 6M: |
|
91.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |