UBS Call 91 BNR 21.03.2025/  CH1329485762  /

Frankfurt Zert./UBS
31/07/2024  12:07:51 Chg.+0.024 Bid09:01:45 Ask- Underlying Strike price Expiration date Option type
0.048EUR +100.00% 0.024
Bid Size: 25,000
-
Ask Size: -
BRENNTAG SE NA O.N. 91.00 - 21/03/2025 Call
 

Master data

WKN: UM29MP
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 91.00 -
Maturity: 21/03/2025
Issue date: 04/03/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 274.75
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -2.51
Time value: 0.02
Break-even: 91.24
Moneyness: 0.72
Premium: 0.38
Premium p.a.: 0.66
Spread abs.: 0.00
Spread %: -4.00%
Delta: 0.05
Theta: 0.00
Omega: 14.45
Rho: 0.02
 

Quote data

Open: 0.026
High: 0.048
Low: 0.026
Previous Close: 0.024
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+54.84%
1 Month  
+20.00%
3 Months
  -76.70%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.048 0.024
1M High / 1M Low: 0.048 0.007
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.031
Avg. volume 1W:   0.000
Avg. price 1M:   0.023
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,063.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -