UBS Call 82 GILD 21.03.2025
/ DE000UM71LF5
UBS Call 82 GILD 21.03.2025/ DE000UM71LF5 /
| 1/23/2025 9:48:23 AM |
Chg.-0.01 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
-0.90% |
-
Bid Size: - |
-
Ask Size: - |
Gilead Sciences Inc |
82.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
UM71LF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Gilead Sciences Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
7/19/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.21 |
| Parity: |
1.06 |
| Time value: |
0.05 |
| Break-even: |
89.89 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
-0.03 |
| Spread %: |
-2.63% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
7.66 |
| Rho: |
0.12 |
Quote data
| Open: |
1.10 |
| High: |
1.10 |
| Low: |
1.10 |
| Previous Close: |
1.11 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.80% |
| 1 Month |
|
|
-5.98% |
| 3 Months |
|
|
+26.44% |
| YTD |
|
|
-13.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.11 |
1.01 |
| 1M High / 1M Low: |
1.27 |
0.84 |
| 6M High / 6M Low: |
1.61 |
0.19 |
| High (YTD): |
1/2/2025 |
1.14 |
| Low (YTD): |
1/9/2025 |
0.84 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.89% |
| Volatility 6M: |
|
194.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |