UBS Call 73 BNR 21.03.2025
/ DE000UM45SF4
UBS Call 73 BNR 21.03.2025/ DE000UM45SF4 /
| 2024-09-26 12:49:48 PM |
Chg.+0.008 |
Bid1:27:18 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.081EUR |
+10.96% |
0.080
Bid Size: 25,000 |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
73.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
UM45SF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
73.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-25 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
84.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.20 |
| Parity: |
-1.16 |
| Time value: |
0.07 |
| Break-even: |
73.73 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
13.64 |
| Rho: |
0.04 |
Quote data
| Open: |
0.079 |
| High: |
0.084 |
| Low: |
0.078 |
| Previous Close: |
0.073 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.63% |
| 1 Month |
|
|
-61.79% |
| 3 Months |
|
|
-64.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.171 |
0.053 |
| 1M High / 1M Low: |
0.270 |
0.053 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.088 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.171 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
412.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
