UBS Call 60 BNR 21.03.2025
/ DE000UM7BD70
UBS Call 60 BNR 21.03.2025/ DE000UM7BD70 /
| 9/3/2024 8:28:29 AM |
Chg.0.000 |
Bid8:28:29 AM |
Ask8:28:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
0.00% |
1.000
Bid Size: 5,000 |
1.020
Ask Size: 5,000 |
BRENNTAG SE NA O.N. |
60.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
UM7BD7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
6/18/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
0.72 |
| Time value: |
0.30 |
| Break-even: |
70.20 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
2.00% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
5.15 |
| Rho: |
0.23 |
Quote data
| Open: |
0.990 |
| High: |
1.000 |
| Low: |
0.990 |
| Previous Close: |
1.000 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.89% |
| 1 Month |
|
|
+8.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.910 |
| 1M High / 1M Low: |
1.000 |
0.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.976 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.826 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
