UBS Call 77 BNR 20.06.2025
/ CH1322933081
UBS Call 77 BNR 20.06.2025/ CH1322933081 /
| 03/09/2024 14:47:37 |
Chg.+0.033 |
Bid03/09/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+13.36% |
0.280
Bid Size: 25,000 |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
77.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
UM183A |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
08/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
27.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
-0.97 |
| Time value: |
0.25 |
| Break-even: |
79.48 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.32 |
| Theta: |
-0.01 |
| Omega: |
8.82 |
| Rho: |
0.15 |
Quote data
| Open: |
0.290 |
| High: |
0.300 |
| Low: |
0.280 |
| Previous Close: |
0.247 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.44% |
| 1 Month |
|
|
+23.89% |
| 3 Months |
|
|
-59.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.225 |
| 1M High / 1M Low: |
0.260 |
0.151 |
| 6M High / 6M Low: |
1.450 |
0.146 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.194 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.495 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.08% |
| Volatility 6M: |
|
301.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
