UBS Call 66 BSN 20.06.2025
/ CH1322933891
UBS Call 66 BSN 20.06.2025/ CH1322933891 /
| 5/21/2024 11:26:14 AM |
Chg.+0.016 |
Bid11:26:14 AM |
Ask11:26:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+6.84% |
0.250
Bid Size: 50,000 |
0.260
Ask Size: 50,000 |
DANONE S.A. EO -,25 |
66.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
23.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.13 |
| Parity: |
-0.61 |
| Time value: |
0.26 |
| Break-even: |
68.60 |
| Moneyness: |
0.91 |
| Premium: |
0.14 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
11.11% |
| Delta: |
0.40 |
| Theta: |
-0.01 |
| Omega: |
9.26 |
| Rho: |
0.23 |
Quote data
| Open: |
0.232 |
| High: |
0.260 |
| Low: |
0.232 |
| Previous Close: |
0.234 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.31% |
| 1 Month |
|
|
+38.89% |
| 3 Months |
|
|
-26.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.245 |
0.234 |
| 1M High / 1M Low: |
0.270 |
0.158 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.213 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
