UBS Call 86 BNR 20.06.2025
/ CH1322933172
UBS Call 86 BNR 20.06.2025/ CH1322933172 /
31/10/2024 14:05:46 |
Chg.-0.020 |
Bid22:00:22 |
Ask22:00:22 |
Underlying |
Strike price |
Expiration date |
Option type |
0.004EUR |
-83.33% |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
86.00 EUR |
20/06/2025 |
Call |
Master data
WKN: |
UM2FXA |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
86.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
08/02/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
332.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.21 |
Parity: |
-2.62 |
Time value: |
0.02 |
Break-even: |
86.18 |
Moneyness: |
0.69 |
Premium: |
0.44 |
Premium p.a.: |
0.78 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.04 |
Theta: |
0.00 |
Omega: |
13.93 |
Rho: |
0.01 |
Quote data
Open: |
0.006 |
High: |
0.006 |
Low: |
0.004 |
Previous Close: |
0.024 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-66.67% |
1 Month |
|
|
-93.85% |
3 Months |
|
|
-95.06% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.032 |
0.024 |
1M High / 1M Low: |
0.067 |
0.012 |
6M High / 6M Low: |
0.510 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.028 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.043 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.113 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
706.88% |
Volatility 6M: |
|
2,317.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |