UBS Call 78 BNR 21.03.2025
/ CH1322931697
UBS Call 78 BNR 21.03.2025/ CH1322931697 /
| 9/9/2024 12:10:01 PM |
Chg.+0.038 |
Bid8:00:05 PM |
Ask8:00:05 PM |
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: |
133.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.19 |
| Parity: |
-1.37 |
| Time value: |
0.05 |
| Break-even: |
78.48 |
| Moneyness: |
0.82 |
| Premium: |
0.22 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.12 |
| Theta: |
-0.01 |
| Omega: |
15.63 |
| Rho: |
0.04 |
Quote data
| Open: |
0.086 |
| High: |
0.087 |
| Low: |
0.086 |
| Previous Close: |
0.049 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.38% |
| 1 Month |
|
|
-26.27% |
| 3 Months |
|
|
-48.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.151 |
0.049 |
| 1M High / 1M Low: |
0.151 |
0.049 |
| 6M High / 6M Low: |
0.860 |
0.049 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.107 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.109 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.332 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
335.57% |
| Volatility 6M: |
|
204.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
