UBS Call 92 BNR 20.06.2025/  CH1329464098  /

UBS Investment Bank
30/07/2024  19:36:13 Chg.0.000 Bid- Ask- Underlying Strike price Expiration date Option type
0.039EUR 0.00% -
Bid Size: -
-
Ask Size: -
BRENNTAG SE NA O.N. 92.00 - 20/06/2025 Call
 

Master data

WKN: UM29N0
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 92.00 -
Maturity: 20/06/2025
Issue date: 04/03/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 187.77
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -2.63
Time value: 0.04
Break-even: 92.35
Moneyness: 0.71
Premium: 0.41
Premium p.a.: 0.47
Spread abs.: 0.00
Spread %: -10.26%
Delta: 0.07
Theta: 0.00
Omega: 12.75
Rho: 0.04
 

Quote data

Open: 0.038
High: 0.047
Low: 0.031
Previous Close: 0.039
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+85.71%
1 Month  
+30.00%
3 Months
  -84.40%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.048 0.020
1M High / 1M Low: 0.077 0.015
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:   0.027
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   535.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -