UBS Call 60 BNR 19.12.2025
/ DE000UM7R1B7
UBS Call 60 BNR 19.12.2025/ DE000UM7R1B7 /
06/09/2024 10:22:10 |
Chg.-0.020 |
Bid06/09/2024 |
Ask06/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.000EUR |
-1.96% |
1.000 Bid Size: 25,000 |
1.010 Ask Size: 25,000 |
BRENNTAG SE NA O.N. |
60.00 - |
19/12/2025 |
Call |
Master data
WKN: |
UM7R1B |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 - |
Maturity: |
19/12/2025 |
Issue date: |
18/06/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.01 |
Intrinsic value: |
0.53 |
Implied volatility: |
0.20 |
Historic volatility: |
0.19 |
Parity: |
0.53 |
Time value: |
0.51 |
Break-even: |
70.40 |
Moneyness: |
1.09 |
Premium: |
0.08 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
1.96% |
Delta: |
0.75 |
Theta: |
-0.01 |
Omega: |
4.72 |
Rho: |
0.50 |
Quote data
Open: |
0.960 |
High: |
1.000 |
Low: |
0.960 |
Previous Close: |
1.020 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-13.04% |
1 Month |
|
|
+1.01% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.190 |
1.020 |
1M High / 1M Low: |
1.200 |
0.910 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.132 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.041 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.52% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |