UBS Call 87 BNR 20.06.2025
/ CH1322933180
UBS Call 87 BNR 20.06.2025/ CH1322933180 /
2024-09-03 12:26:10 PM |
Chg.+0.019 |
Bid12:26:10 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.092EUR |
+26.03% |
0.092 Bid Size: 25,000 |
- Ask Size: - |
BRENNTAG SE NA O.N. |
87.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
UM2DQZ |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
87.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2024-02-08 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
92.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.19 |
Parity: |
-1.97 |
Time value: |
0.07 |
Break-even: |
87.73 |
Moneyness: |
0.77 |
Premium: |
0.30 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.13 |
Theta: |
-0.01 |
Omega: |
11.73 |
Rho: |
0.06 |
Quote data
Open: |
0.067 |
High: |
0.101 |
Low: |
0.067 |
Previous Close: |
0.073 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+41.54% |
1 Month |
|
|
+26.03% |
3 Months |
|
|
-79.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.085 |
0.065 |
1M High / 1M Low: |
0.085 |
0.035 |
6M High / 6M Low: |
0.900 |
0.035 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.077 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.056 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.248 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
329.61% |
Volatility 6M: |
|
585.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |