UBS Call 84 BNR 21.03.2025
/ CH1322933032
UBS Call 84 BNR 21.03.2025/ CH1322933032 /
25/09/2024 19:36:53 |
Chg.+0.002 |
Bid09:15:01 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.008EUR |
+33.33% |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
84.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
UM2BL8 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
84.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
08/02/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
767.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.20 |
Parity: |
-2.26 |
Time value: |
0.01 |
Break-even: |
84.08 |
Moneyness: |
0.73 |
Premium: |
0.37 |
Premium p.a.: |
0.92 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.02 |
Theta: |
0.00 |
Omega: |
19.04 |
Rho: |
0.01 |
Quote data
Open: |
0.014 |
High: |
0.015 |
Low: |
0.008 |
Previous Close: |
0.006 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-73.33% |
1 Month |
|
|
-88.89% |
3 Months |
|
|
-86.89% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.030 |
0.001 |
1M High / 1M Low: |
0.072 |
0.001 |
6M High / 6M Low: |
0.530 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.009 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.034 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.152 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,879.76% |
Volatility 6M: |
|
858.50% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |