UBS Call 68 BSN 21.03.2025
/ CH1322933867
UBS Call 68 BSN 21.03.2025/ CH1322933867 /
9/25/2024 9:04:23 PM |
Chg.-0.012 |
Bid9:04:23 PM |
Ask9:04:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.206EUR |
-5.50% |
0.206 Bid Size: 10,000 |
0.236 Ask Size: 10,000 |
DANONE S.A. EO -,25 |
68.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
UM19T1 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
DANONE S.A. EO -,25 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
68.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
2/8/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
26.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.17 |
Historic volatility: |
0.13 |
Parity: |
-0.26 |
Time value: |
0.25 |
Break-even: |
70.48 |
Moneyness: |
0.96 |
Premium: |
0.08 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.03 |
Spread %: |
13.76% |
Delta: |
0.45 |
Theta: |
-0.01 |
Omega: |
11.85 |
Rho: |
0.13 |
Quote data
Open: |
0.206 |
High: |
0.225 |
Low: |
0.199 |
Previous Close: |
0.218 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.57% |
1 Month |
|
|
+134.09% |
3 Months |
|
|
+178.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.218 |
0.183 |
1M High / 1M Low: |
0.270 |
0.094 |
6M High / 6M Low: |
0.270 |
0.028 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.202 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.191 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.112 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
176.15% |
Volatility 6M: |
|
388.19% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |