UBS Call 63 BNR 20.06.2025
/ DE000UM5N771
UBS Call 63 BNR 20.06.2025/ DE000UM5N771 /
2024-09-06 7:32:10 PM |
Chg.-0.090 |
Bid9:51:15 PM |
Ask9:51:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.630EUR |
-12.50% |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
63.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
UM5N77 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
63.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2024-05-28 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.59 |
Intrinsic value: |
0.13 |
Implied volatility: |
0.24 |
Historic volatility: |
0.19 |
Parity: |
0.13 |
Time value: |
0.56 |
Break-even: |
69.90 |
Moneyness: |
1.02 |
Premium: |
0.09 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.07 |
Spread %: |
11.29% |
Delta: |
0.63 |
Theta: |
-0.01 |
Omega: |
5.87 |
Rho: |
0.26 |
Quote data
Open: |
0.690 |
High: |
0.700 |
Low: |
0.630 |
Previous Close: |
0.720 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-25.88% |
1 Month |
|
|
-7.35% |
3 Months |
|
|
-23.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.880 |
0.630 |
1M High / 1M Low: |
0.890 |
0.630 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.780 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.737 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
102.19% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |