UBS Call 68 BSN 21.03.2025
/ CH1322933867
UBS Call 68 BSN 21.03.2025/ CH1322933867 /
| 16/08/2024 11:14:59 |
Chg.+0.006 |
Bid11:14:59 |
Ask11:14:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.094EUR |
+6.82% |
0.094
Bid Size: 50,000 |
0.104
Ask Size: 50,000 |
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: |
51.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.13 |
| Parity: |
-0.76 |
| Time value: |
0.12 |
| Break-even: |
69.18 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.03 |
| Spread %: |
34.09% |
| Delta: |
0.26 |
| Theta: |
-0.01 |
| Omega: |
13.16 |
| Rho: |
0.09 |
Quote data
| Open: |
0.107 |
| High: |
0.108 |
| Low: |
0.093 |
| Previous Close: |
0.088 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.00% |
| 1 Month |
|
|
+46.88% |
| 3 Months |
|
|
-30.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.088 |
| 1M High / 1M Low: |
0.150 |
0.043 |
| 6M High / 6M Low: |
0.233 |
0.028 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.093 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.083 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.106 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
621.33% |
| Volatility 6M: |
|
388.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
