UBS Call 75 BNR 21.03.2025
/ CH1326152175
UBS Call 75 BNR 21.03.2025/ CH1326152175 /
2024-09-20 5:21:11 PM |
Chg.-0.088 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.036EUR |
-70.97% |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
75.00 - |
2025-03-21 |
Call |
Master data
WKN: |
UM18NS |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 - |
Maturity: |
2025-03-21 |
Issue date: |
2024-02-15 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
51.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.19 |
Parity: |
-0.97 |
Time value: |
0.13 |
Break-even: |
76.28 |
Moneyness: |
0.87 |
Premium: |
0.17 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.01 |
Spread %: |
4.07% |
Delta: |
0.24 |
Theta: |
-0.01 |
Omega: |
12.06 |
Rho: |
0.07 |
Quote data
Open: |
0.115 |
High: |
0.129 |
Low: |
0.034 |
Previous Close: |
0.124 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-70.97% |
1 Month |
|
|
-75.17% |
3 Months |
|
|
-83.93% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.124 |
0.059 |
1M High / 1M Low: |
0.210 |
0.059 |
6M High / 6M Low: |
1.030 |
0.059 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.107 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.147 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.364 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
506.23% |
Volatility 6M: |
|
248.87% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |