UBS Call 75 BNR 20.06.2025
/ CH1326152191
UBS Call 75 BNR 20.06.2025/ CH1326152191 /
| 10/7/2024 7:29:04 PM |
Chg.-0.020 |
Bid9:54:53 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.215EUR |
-8.51% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
75.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
UM2S68 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
2/15/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
28.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.21 |
| Parity: |
-0.86 |
| Time value: |
0.23 |
| Break-even: |
77.30 |
| Moneyness: |
0.89 |
| Premium: |
0.16 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
-0.01 |
| Spread %: |
-3.36% |
| Delta: |
0.32 |
| Theta: |
-0.01 |
| Omega: |
9.36 |
| Rho: |
0.13 |
Quote data
| Open: |
0.239 |
| High: |
0.239 |
| Low: |
0.213 |
| Previous Close: |
0.235 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.00% |
| 1 Month |
|
|
+34.38% |
| 3 Months |
|
|
-4.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.229 |
| 1M High / 1M Low: |
0.260 |
0.079 |
| 6M High / 6M Low: |
1.210 |
0.079 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.244 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.184 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.397 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
442.92% |
| Volatility 6M: |
|
320.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
