UBS Call 68 BSN 21.03.2025
/ CH1322933867
UBS Call 68 BSN 21.03.2025/ CH1322933867 /
06/09/2024 19:26:41 |
Chg.+0.024 |
Bid19:58:59 |
Ask19:58:59 |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
+11.65% |
0.223 Bid Size: 10,000 |
0.300 Ask Size: 10,000 |
DANONE S.A. EO -,25 |
68.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
UM19T1 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
DANONE S.A. EO -,25 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
68.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
08/02/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
21.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.13 |
Parity: |
-0.28 |
Time value: |
0.30 |
Break-even: |
71.00 |
Moneyness: |
0.96 |
Premium: |
0.09 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.08 |
Spread %: |
38.25% |
Delta: |
0.46 |
Theta: |
-0.01 |
Omega: |
10.08 |
Rho: |
0.15 |
Quote data
Open: |
0.214 |
High: |
0.270 |
Low: |
0.214 |
Previous Close: |
0.206 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+55.41% |
1 Month |
|
|
+105.36% |
3 Months |
|
|
+66.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.155 |
1M High / 1M Low: |
0.230 |
0.085 |
6M High / 6M Low: |
0.230 |
0.035 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.194 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.127 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.106 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
150.17% |
Volatility 6M: |
|
263.29% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |