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: |
|
- |