UBS Call 78 BNR 21.03.2025
/ CH1322931697
UBS Call 78 BNR 21.03.2025/ CH1322931697 /
| 9/9/2024 12:50:48 PM |
Chg.+0.038 |
Bid9:06:28 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.087EUR |
+77.55% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
78.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
UM2R9D |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
78.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
74.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
-1.30 |
| Time value: |
0.09 |
| Break-even: |
78.87 |
| Moneyness: |
0.83 |
| Premium: |
0.21 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.00 |
| Spread %: |
-1.14% |
| Delta: |
0.17 |
| Theta: |
-0.01 |
| Omega: |
12.66 |
| Rho: |
0.05 |
Quote data
| Open: |
0.082 |
| High: |
0.089 |
| Low: |
0.082 |
| Previous Close: |
0.049 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.40% |
| 1 Month |
|
|
-28.69% |
| 3 Months |
|
|
-49.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.125 |
0.049 |
| 1M High / 1M Low: |
0.148 |
0.049 |
| 6M High / 6M Low: |
0.880 |
0.049 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.106 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.326 |
| Avg. volume 6M: |
|
2.976 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
427.27% |
| Volatility 6M: |
|
226.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
