UBS Call 64 BNR 19.12.2025
/ DE000UM5GPF2
UBS Call 64 BNR 19.12.2025/ DE000UM5GPF2 /
| 10/7/2024 9:01:58 PM |
Chg.-0.050 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-5.88% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
64.00 EUR |
12/19/2025 |
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: |
12/19/2025 |
| Issue date: |
5/28/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.21 |
| Parity: |
0.24 |
| Time value: |
0.63 |
| Break-even: |
72.70 |
| Moneyness: |
1.04 |
| Premium: |
0.09 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
2.35% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
5.14 |
| Rho: |
0.43 |
Quote data
| Open: |
0.850 |
| High: |
0.860 |
| Low: |
0.770 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.98% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
+2.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.830 |
| 1M High / 1M Low: |
0.900 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.858 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.719 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
