UBS Call 75 BNR 20.06.2025
/ CH1326152191
UBS Call 75 BNR 20.06.2025/ CH1326152191 /
9/3/2024 10:16:08 AM |
Chg.+0.050 |
Bid10:45:12 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
+16.13% |
0.340 Bid Size: 25,000 |
- 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: |
21.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.19 |
Parity: |
-0.77 |
Time value: |
0.31 |
Break-even: |
78.10 |
Moneyness: |
0.90 |
Premium: |
0.16 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.38 |
Theta: |
-0.01 |
Omega: |
8.22 |
Rho: |
0.18 |
Quote data
Open: |
0.370 |
High: |
0.370 |
Low: |
0.360 |
Previous Close: |
0.310 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+28.57% |
1 Month |
|
|
+28.57% |
3 Months |
|
|
-51.35% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.280 |
1M High / 1M Low: |
0.310 |
0.189 |
6M High / 6M Low: |
1.580 |
0.187 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.302 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.240 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.565 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
163.85% |
Volatility 6M: |
|
269.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |