UBS Call 53 BNR 21.03.2025
/ DE000UP1UT45
UBS Call 53 BNR 21.03.2025/ DE000UP1UT45 /
| 24/01/2025 19:35:43 |
Chg.+0.040 |
Bid19:50:08 |
Ask19:50:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+7.27% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
53.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
UP1UT4 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
53.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
13/11/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
0.49 |
| Time value: |
0.12 |
| Break-even: |
59.10 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
3.39% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
7.48 |
| Rho: |
0.06 |
Quote data
| Open: |
0.590 |
| High: |
0.630 |
| Low: |
0.560 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.26% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
-11.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.450 |
| 1M High / 1M Low: |
0.680 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
07/01/2025 |
0.680 |
| Low (YTD): |
14/01/2025 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.504 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.540 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |