UBS Call 62 BNR 19.12.2025
/ DE000UM7XD66
UBS Call 62 BNR 19.12.2025/ DE000UM7XD66 /
06/09/2024 13:05:56 |
Chg.-0.060 |
Bid13:58:34 |
Ask13:58:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
-6.45% |
0.870 Bid Size: 25,000 |
0.880 Ask Size: 25,000 |
BRENNTAG SE NA O.N. |
62.00 - |
19/12/2025 |
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: |
19/12/2025 |
Issue date: |
18/06/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.89 |
Intrinsic value: |
0.33 |
Implied volatility: |
0.20 |
Historic volatility: |
0.19 |
Parity: |
0.33 |
Time value: |
0.59 |
Break-even: |
71.20 |
Moneyness: |
1.05 |
Premium: |
0.09 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
2.22% |
Delta: |
0.70 |
Theta: |
-0.01 |
Omega: |
4.99 |
Rho: |
0.47 |
Quote data
Open: |
0.900 |
High: |
0.900 |
Low: |
0.870 |
Previous Close: |
0.930 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.71% |
1 Month |
|
|
-1.14% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.090 |
0.930 |
1M High / 1M Low: |
1.090 |
0.800 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.018 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.928 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.65% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |