UBS Call 68 BSN 21.03.2025
/ CH1322933867
UBS Call 68 BSN 21.03.2025/ CH1322933867 /
| 11/13/2024 8:53:42 AM |
Chg.-0.001 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.137EUR |
-0.72% |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
68.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
38.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.12 |
| Parity: |
-0.33 |
| Time value: |
0.17 |
| Break-even: |
69.68 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
21.74% |
| Delta: |
0.37 |
| Theta: |
-0.01 |
| Omega: |
14.42 |
| Rho: |
0.08 |
Quote data
| Open: |
0.128 |
| High: |
0.137 |
| Low: |
0.128 |
| Previous Close: |
0.138 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.93% |
| 1 Month |
|
|
-25.54% |
| 3 Months |
|
|
+50.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.203 |
0.138 |
| 1M High / 1M Low: |
0.290 |
0.138 |
| 6M High / 6M Low: |
0.290 |
0.028 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.174 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.198 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.137 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
282.26% |
| Volatility 6M: |
|
366.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
