UBS Call 59 BNR 19.12.2025
/ DE000UM7MCU3
UBS Call 59 BNR 19.12.2025/ DE000UM7MCU3 /
| 9/6/2024 11:57:46 AM |
Chg.-0.020 |
Bid12:28:00 PM |
Ask12:28:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
-1.85% |
1.050
Bid Size: 25,000 |
1.060
Ask Size: 25,000 |
BRENNTAG SE NA O.N. |
59.00 - |
12/19/2025 |
Call |
Master data
| WKN: |
UM7MCU |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
59.00 - |
| Maturity: |
12/19/2025 |
| Issue date: |
6/18/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.19 |
| Parity: |
0.63 |
| Time value: |
0.48 |
| Break-even: |
70.10 |
| Moneyness: |
1.11 |
| Premium: |
0.07 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.83% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
4.55 |
| Rho: |
0.51 |
Quote data
| Open: |
1.030 |
| High: |
1.060 |
| Low: |
1.030 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.11% |
| 1 Month |
|
|
+0.95% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
1.080 |
| 1M High / 1M Low: |
1.260 |
0.970 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.102 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
