UBS Call 75 BNR 19.12.2025
/ DE000UM707S3
UBS Call 75 BNR 19.12.2025/ DE000UM707S3 /
| 13/11/2024 09:49:42 |
Chg.+0.008 |
Bid09:49:42 |
Ask09:49:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.073EUR |
+12.31% |
0.073
Bid Size: 25,000 |
0.100
Ask Size: 25,000 |
BRENNTAG SE NA O.N. |
75.00 EUR |
19/12/2025 |
Call |
Master data
| WKN: |
UM707S |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
31/07/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
32.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.21 |
| Parity: |
-1.35 |
| Time value: |
0.19 |
| Break-even: |
76.87 |
| Moneyness: |
0.82 |
| Premium: |
0.25 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
11.98% |
| Delta: |
0.26 |
| Theta: |
-0.01 |
| Omega: |
8.50 |
| Rho: |
0.15 |
Quote data
| Open: |
0.055 |
| High: |
0.076 |
| Low: |
0.050 |
| Previous Close: |
0.065 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.86% |
| 1 Month |
|
|
-77.88% |
| 3 Months |
|
|
-79.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.179 |
0.065 |
| 1M High / 1M Low: |
0.320 |
0.065 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.142 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.198 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
