UBS Call 91 BNR 21.03.2025
/ CH1329485762
UBS Call 91 BNR 21.03.2025/ CH1329485762 /
| 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: |
|
- |
