UBS Call 58 BSN 20.06.2025
/ CH1326158727
UBS Call 58 BSN 20.06.2025/ CH1326158727 /
| 6/14/2024 12:44:16 PM |
Chg.+0.010 |
Bid12:44:16 PM |
Ask12:44:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+1.67% |
0.610
Bid Size: 50,000 |
0.620
Ask Size: 50,000 |
DANONE S.A. EO -,25 |
58.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
UM2S67 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
2/15/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.13 |
| Parity: |
0.18 |
| Time value: |
0.48 |
| Break-even: |
64.60 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
10.00% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
6.08 |
| Rho: |
0.34 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.570 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.61% |
| 3 Months |
|
|
+19.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.580 |
| 1M High / 1M Low: |
0.640 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.598 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
