UBS Call 80 BNR 21.03.2025
/ CH1322932992
UBS Call 80 BNR 21.03.2025/ CH1322932992 /
2024-06-04 4:24:02 PM |
Chg.- |
Bid8:00:09 PM |
Ask8:00:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.096EUR |
- |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
80.00 EUR |
2025-03-21 |
Call |
Master data
WKN: |
UM2QXB |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-02-08 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
67.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.19 |
Parity: |
-1.55 |
Time value: |
0.10 |
Break-even: |
80.96 |
Moneyness: |
0.81 |
Premium: |
0.26 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.01 |
Spread %: |
7.87% |
Delta: |
0.17 |
Theta: |
-0.01 |
Omega: |
11.36 |
Rho: |
0.08 |
Quote data
Open: |
0.134 |
High: |
0.134 |
Low: |
0.096 |
Previous Close: |
0.120 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.58% |
1 Month |
|
|
-80.80% |
3 Months |
|
|
-91.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.139 |
0.096 |
1M High / 1M Low: |
0.630 |
0.096 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.125 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.285 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
229.81% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |