UBS Call 62 BNR 19.12.2025
/ DE000UM7XD66
UBS Call 62 BNR 19.12.2025/ DE000UM7XD66 /
9/3/2024 9:20:20 AM |
Chg.+0.070 |
Bid9:23:28 AM |
Ask9:23:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.130EUR |
+6.60% |
1.140 Bid Size: 25,000 |
1.150 Ask Size: 25,000 |
BRENNTAG SE NA O.N. |
62.00 - |
12/19/2025 |
Call |
Master data
WKN: |
UM7XD6 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
62.00 - |
Maturity: |
12/19/2025 |
Issue date: |
6/18/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.04 |
Intrinsic value: |
0.52 |
Implied volatility: |
0.19 |
Historic volatility: |
0.19 |
Parity: |
0.52 |
Time value: |
0.53 |
Break-even: |
72.50 |
Moneyness: |
1.08 |
Premium: |
0.08 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
1.94% |
Delta: |
0.75 |
Theta: |
-0.01 |
Omega: |
4.82 |
Rho: |
0.52 |
Quote data
Open: |
1.130 |
High: |
1.130 |
Low: |
1.130 |
Previous Close: |
1.060 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+14.14% |
1 Month |
|
|
+15.31% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.070 |
0.990 |
1M High / 1M Low: |
1.070 |
0.800 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.042 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.915 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
80.75% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |