UBS Call 83 BNR 20.06.2025
/ CH1322933149
UBS Call 83 BNR 20.06.2025/ CH1322933149 /
10/7/2024 1:06:55 PM |
Chg.-0.011 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.076EUR |
-12.64% |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
83.00 EUR |
6/20/2025 |
Call |
Master data
WKN: |
UM2E2Z |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
83.00 EUR |
Maturity: |
6/20/2025 |
Issue date: |
2/8/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
77.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.21 |
Parity: |
-1.66 |
Time value: |
0.09 |
Break-even: |
83.86 |
Moneyness: |
0.80 |
Premium: |
0.26 |
Premium p.a.: |
0.39 |
Spread abs.: |
0.00 |
Spread %: |
-1.15% |
Delta: |
0.15 |
Theta: |
-0.01 |
Omega: |
11.69 |
Rho: |
0.06 |
Quote data
Open: |
0.083 |
High: |
0.092 |
Low: |
0.074 |
Previous Close: |
0.087 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.23% |
1 Month |
|
|
+130.30% |
3 Months |
|
|
-13.64% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.099 |
0.080 |
1M High / 1M Low: |
0.099 |
0.001 |
6M High / 6M Low: |
0.920 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.090 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.062 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.210 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
23,578.96% |
Volatility 6M: |
|
9,064.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |