UBS Call 82 BNR 21.03.2025
/ CH1322933016
UBS Call 82 BNR 21.03.2025/ CH1322933016 /
| 2024-09-26 5:29:54 PM |
Chg.+0.008 |
Bid6:35:23 PM |
Ask6:35:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.021EUR |
+61.54% |
0.017
Bid Size: 5,000 |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
82.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
UM2ML6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
472.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.20 |
| Parity: |
-2.06 |
| Time value: |
0.01 |
| Break-even: |
82.13 |
| Moneyness: |
0.75 |
| Premium: |
0.34 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.04 |
| Theta: |
0.00 |
| Omega: |
17.82 |
| Rho: |
0.01 |
Quote data
| Open: |
0.015 |
| High: |
0.021 |
| Low: |
0.011 |
| Previous Close: |
0.013 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2000.00% |
| 1 Month |
|
|
-75.29% |
| 3 Months |
|
|
-65.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.026 |
0.001 |
| 1M High / 1M Low: |
0.085 |
0.001 |
| 6M High / 6M Low: |
0.610 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.013 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.048 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.188 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
8,482.57% |
| Volatility 6M: |
|
3,472.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
