UBS Call 91 BNR 20.06.2025
/ CH1329464080
UBS Call 91 BNR 20.06.2025/ CH1329464080 /
09/10/2024 10:00:58 |
Chg.+0.002 |
Bid12:17:58 |
Ask12:17:58 |
Underlying |
Strike price |
Expiration date |
Option type |
0.019EUR |
+11.76% |
0.033 Bid Size: 25,000 |
- Ask Size: - |
BRENNTAG SE NA O.N. |
91.00 - |
20/06/2025 |
Call |
Master data
WKN: |
UM2157 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
91.00 - |
Maturity: |
20/06/2025 |
Issue date: |
04/03/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
379.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.21 |
Parity: |
-2.65 |
Time value: |
0.02 |
Break-even: |
91.17 |
Moneyness: |
0.71 |
Premium: |
0.41 |
Premium p.a.: |
0.65 |
Spread abs.: |
0.01 |
Spread %: |
41.67% |
Delta: |
0.04 |
Theta: |
0.00 |
Omega: |
15.08 |
Rho: |
0.02 |
Quote data
Open: |
0.019 |
High: |
0.019 |
Low: |
0.019 |
Previous Close: |
0.017 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-29.63% |
1 Month |
|
|
-17.39% |
3 Months |
|
|
-29.63% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.027 |
0.017 |
1M High / 1M Low: |
0.037 |
0.001 |
6M High / 6M Low: |
0.420 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.023 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.019 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.105 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,547.80% |
Volatility 6M: |
|
3,224.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |