UBS Call 81 BNR 21.03.2025
/ CH1322933008
UBS Call 81 BNR 21.03.2025/ CH1322933008 /
26/09/2024 12:09:14 |
Chg.-0.001 |
Bid12:48:33 |
Ask12:48:33 |
Underlying |
Strike price |
Expiration date |
Option type |
0.015EUR |
-6.25% |
0.016 Bid Size: 25,000 |
- Ask Size: - |
BRENNTAG SE NA O.N. |
81.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
UM2MKU |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
81.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
08/02/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
383.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.20 |
Parity: |
-1.96 |
Time value: |
0.02 |
Break-even: |
81.16 |
Moneyness: |
0.76 |
Premium: |
0.32 |
Premium p.a.: |
0.78 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.05 |
Theta: |
0.00 |
Omega: |
17.35 |
Rho: |
0.01 |
Quote data
Open: |
0.019 |
High: |
0.019 |
Low: |
0.015 |
Previous Close: |
0.016 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+114.29% |
1 Month |
|
|
-83.87% |
3 Months |
|
|
-78.87% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.030 |
0.001 |
1M High / 1M Low: |
0.110 |
0.001 |
6M High / 6M Low: |
0.650 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.014 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.058 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.206 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
4,538.38% |
Volatility 6M: |
|
1,879.26% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |