UBS Call 60 BNR 19.12.2025
/ DE000UM7R1B7
UBS Call 60 BNR 19.12.2025/ DE000UM7R1B7 /
| 09/10/2024 14:42:08 |
Chg.+0.020 |
Bid14:59:32 |
Ask14:59:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
+2.11% |
0.970
Bid Size: 25,000 |
0.980
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: |
6.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.21 |
| Parity: |
0.45 |
| Time value: |
0.53 |
| Break-even: |
69.80 |
| Moneyness: |
1.07 |
| Premium: |
0.08 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
2.08% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
4.74 |
| Rho: |
0.44 |
Quote data
| Open: |
0.950 |
| High: |
0.990 |
| Low: |
0.950 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.01% |
| 1 Month |
|
|
-3.00% |
| 3 Months |
|
|
+2.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.950 |
| 1M High / 1M Low: |
1.150 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.950 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
