UBS Call 64 BNR 19.12.2025
/ DE000UM5GPF2
UBS Call 64 BNR 19.12.2025/ DE000UM5GPF2 /
03/09/2024 12:17:11 |
Chg.+0.060 |
Bid12:17:11 |
Ask12:17:11 |
Underlying |
Strike price |
Expiration date |
Option type |
1.000EUR |
+6.38% |
1.000 Bid Size: 25,000 |
1.010 Ask Size: 25,000 |
BRENNTAG SE NA O.N. |
64.00 EUR |
19/12/2025 |
Call |
Master data
WKN: |
UM5GPF |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
64.00 EUR |
Maturity: |
19/12/2025 |
Issue date: |
28/05/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.92 |
Intrinsic value: |
0.33 |
Implied volatility: |
0.21 |
Historic volatility: |
0.19 |
Parity: |
0.33 |
Time value: |
0.63 |
Break-even: |
73.60 |
Moneyness: |
1.05 |
Premium: |
0.09 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
2.13% |
Delta: |
0.70 |
Theta: |
-0.01 |
Omega: |
4.93 |
Rho: |
0.49 |
Quote data
Open: |
0.930 |
High: |
1.050 |
Low: |
0.930 |
Previous Close: |
0.940 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.94% |
1 Month |
|
|
+13.64% |
3 Months |
|
|
-27.01% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.870 |
1M High / 1M Low: |
0.950 |
0.690 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.924 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.801 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
99.76% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |