UBS Call 80 BNR 21.03.2025
/ CH1322932992
UBS Call 80 BNR 21.03.2025/ CH1322932992 /
| 2024-07-26 9:35:25 PM |
Chg.+0.022 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.106EUR |
+26.19% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
80.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
UM2QXB |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
60.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-1.42 |
| Time value: |
0.11 |
| Break-even: |
81.08 |
| Moneyness: |
0.82 |
| Premium: |
0.23 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.00 |
| Spread %: |
1.89% |
| Delta: |
0.19 |
| Theta: |
-0.01 |
| Omega: |
11.29 |
| Rho: |
0.07 |
Quote data
| Open: |
0.080 |
| High: |
0.109 |
| Low: |
0.068 |
| Previous Close: |
0.084 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.71% |
| 1 Month |
|
|
+35.90% |
| 3 Months |
|
|
-76.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.106 |
0.084 |
| 1M High / 1M Low: |
0.106 |
0.067 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.095 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.085 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
