UBS Call 95 BNR 21.03.2025
/ CH1329464056
UBS Call 95 BNR 21.03.2025/ CH1329464056 /
5/31/2024 4:54:20 PM |
Chg.+0.002 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.017EUR |
+13.33% |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
95.00 - |
3/21/2025 |
Call |
Master data
WKN: |
UM3HSR |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 - |
Maturity: |
3/21/2025 |
Issue date: |
3/4/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
409.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.19 |
Parity: |
-2.95 |
Time value: |
0.02 |
Break-even: |
95.16 |
Moneyness: |
0.69 |
Premium: |
0.45 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.00 |
Spread %: |
6.67% |
Delta: |
0.04 |
Theta: |
0.00 |
Omega: |
14.79 |
Rho: |
0.02 |
Quote data
Open: |
0.010 |
High: |
0.023 |
Low: |
0.010 |
Previous Close: |
0.015 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-51.43% |
1 Month |
|
|
-88.51% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.039 |
0.014 |
1M High / 1M Low: |
0.173 |
0.013 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.025 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.076 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
745.50% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |