UBS Call 66 BNR 19.12.2025
/ DE000UM5JZ03
UBS Call 66 BNR 19.12.2025/ DE000UM5JZ03 /
| 12/11/2024 09:52:55 |
Chg.-0.227 |
Bid10:31:34 |
Ask10:31:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.193EUR |
-54.05% |
0.202
Bid Size: 25,000 |
0.212
Ask Size: 25,000 |
BRENNTAG SE NA O.N. |
66.00 EUR |
19/12/2025 |
Call |
Master data
| WKN: |
UM5JZ0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
28/05/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.21 |
| Parity: |
-0.45 |
| Time value: |
0.43 |
| Break-even: |
70.30 |
| Moneyness: |
0.93 |
| Premium: |
0.14 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
4.88% |
| Delta: |
0.48 |
| Theta: |
-0.01 |
| Omega: |
6.80 |
| Rho: |
0.27 |
Quote data
| Open: |
0.193 |
| High: |
0.193 |
| Low: |
0.193 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-51.75% |
| 1 Month |
|
|
-70.76% |
| 3 Months |
|
|
-72.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.330 |
| 1M High / 1M Low: |
0.650 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.376 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.464 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
