UBS Call 82 BNR 20.06.2025
/ CH1322933131
UBS Call 82 BNR 20.06.2025/ CH1322933131 /
| 2024-09-20 5:03:08 PM |
Chg.-0.060 |
Bid5:03:08 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.011EUR |
-84.51% |
0.011
Bid Size: 25,000 |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
82.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
UM2ML5 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
88.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.19 |
| Parity: |
-1.67 |
| Time value: |
0.07 |
| Break-even: |
82.74 |
| Moneyness: |
0.80 |
| Premium: |
0.27 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.00 |
| Spread %: |
4.23% |
| Delta: |
0.14 |
| Theta: |
-0.01 |
| Omega: |
12.28 |
| Rho: |
0.06 |
Quote data
| Open: |
0.064 |
| High: |
0.088 |
| Low: |
0.009 |
| Previous Close: |
0.071 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-85.33% |
| 1 Month |
|
|
-87.50% |
| 3 Months |
|
|
-92.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.075 |
0.034 |
| 1M High / 1M Low: |
0.150 |
0.034 |
| 6M High / 6M Low: |
0.950 |
0.034 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.279 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
594.19% |
| Volatility 6M: |
|
477.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
