UBS Call 85 BNR 20.06.2025
/ CH1322933164
UBS Call 85 BNR 20.06.2025/ CH1322933164 /
| 11/11/2024 19:23:01 |
Chg.-0.019 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.003EUR |
-86.36% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
85.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
UM2R9A |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
08/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
108.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
-2.40 |
| Time value: |
0.06 |
| Break-even: |
85.56 |
| Moneyness: |
0.72 |
| Premium: |
0.40 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.00 |
| Spread %: |
-1.75% |
| Delta: |
0.10 |
| Theta: |
-0.01 |
| Omega: |
10.49 |
| Rho: |
0.03 |
Quote data
| Open: |
0.001 |
| High: |
0.015 |
| Low: |
0.001 |
| Previous Close: |
0.022 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-92.86% |
| 1 Month |
|
|
-92.86% |
| 3 Months |
|
|
-94.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.057 |
0.003 |
| 1M High / 1M Low: |
0.057 |
0.003 |
| 6M High / 6M Low: |
0.540 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.029 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.030 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.096 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,696.96% |
| Volatility 6M: |
|
7,725.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
