UBS Call 60 BSN 19.12.2025
/ DE000UM5GPB1
UBS Call 60 BSN 19.12.2025/ DE000UM5GPB1 /
| 2024-11-14 9:53:29 PM |
Chg.+0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+4.17% |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
60.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
UM5GPB |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-05-28 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.12 |
| Parity: |
0.45 |
| Time value: |
0.30 |
| Break-even: |
67.50 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
4.17% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
6.92 |
| Rho: |
0.49 |
Quote data
| Open: |
0.720 |
| High: |
0.800 |
| Low: |
0.710 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.71% |
| 1 Month |
|
|
-8.54% |
| 3 Months |
|
|
+36.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.720 |
| 1M High / 1M Low: |
0.980 |
0.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.782 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.820 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
