UBS Call 66 BSN 20.06.2025
/ CH1322933891
UBS Call 66 BSN 20.06.2025/ CH1322933891 /
| 2024-06-14 7:34:10 PM |
Chg.-0.014 |
Bid7:58:18 PM |
Ask7:58:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.206EUR |
-6.36% |
0.199
Bid Size: 10,000 |
0.229
Ask Size: 10,000 |
DANONE S.A. EO -,25 |
66.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
UM19SP |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.13 |
| Parity: |
-0.62 |
| Time value: |
0.27 |
| Break-even: |
68.70 |
| Moneyness: |
0.91 |
| Premium: |
0.15 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.06 |
| Spread %: |
26.17% |
| Delta: |
0.40 |
| Theta: |
-0.01 |
| Omega: |
8.77 |
| Rho: |
0.21 |
Quote data
| Open: |
0.224 |
| High: |
0.233 |
| Low: |
0.204 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.92% |
| 1 Month |
|
|
-13.81% |
| 3 Months |
|
|
+7.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.245 |
0.214 |
| 1M High / 1M Low: |
0.250 |
0.194 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.228 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.227 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
