UBS Call 84 BNR 20.06.2025
/ CH1322933156
UBS Call 84 BNR 20.06.2025/ CH1322933156 /
| 9/3/2024 12:18:01 PM |
Chg.+0.021 |
Bid12:18:01 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+19.27% |
0.130
Bid Size: 25,000 |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
84.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
UM2MKT |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
84.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
60.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
-1.67 |
| Time value: |
0.11 |
| Break-even: |
85.12 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.00 |
| Spread %: |
2.75% |
| Delta: |
0.18 |
| Theta: |
-0.01 |
| Omega: |
10.67 |
| Rho: |
0.09 |
Quote data
| Open: |
0.102 |
| High: |
0.143 |
| Low: |
0.102 |
| Previous Close: |
0.109 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.42% |
| 1 Month |
|
|
+23.81% |
| 3 Months |
|
|
-74.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.096 |
| 1M High / 1M Low: |
0.120 |
0.056 |
| 6M High / 6M Low: |
1.040 |
0.056 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.083 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.305 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
281.71% |
| Volatility 6M: |
|
479.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
