UBS Call 80 SNW 21.03.2025
/ DE000UP7LYN1
UBS Call 80 SNW 21.03.2025/ DE000UP7LYN1 /
| 1/24/2025 9:45:53 PM |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.050EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
80.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
UP7LYN |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
12/18/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.05 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.18 |
| Parity: |
2.02 |
| Time value: |
0.06 |
| Break-even: |
100.80 |
| Moneyness: |
1.25 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
1.46% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
4.58 |
| Rho: |
0.11 |
Quote data
| Open: |
2.060 |
| High: |
2.140 |
| Low: |
2.000 |
| Previous Close: |
2.050 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.49% |
| 1 Month |
|
|
+47.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
+39.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.050 |
1.910 |
| 1M High / 1M Low: |
2.050 |
1.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/24/2025 |
2.050 |
| Low (YTD): |
1/3/2025 |
1.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.988 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.715 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |