UBS Call 66 BSN 20.06.2025
/ CH1322933891
UBS Call 66 BSN 20.06.2025/ CH1322933891 /
| 1/10/2025 5:28:06 PM |
Chg.-0.050 |
Bid5:38:20 PM |
Ask5:38:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-18.52% |
0.212
Bid Size: 20,000 |
0.232
Ask Size: 20,000 |
DANONE S.A. EO -,25 |
66.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
UM19SP |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.13 |
| Parity: |
-0.04 |
| Time value: |
0.30 |
| Break-even: |
69.00 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
11.11% |
| Delta: |
0.54 |
| Theta: |
-0.01 |
| Omega: |
11.87 |
| Rho: |
0.14 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.220 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.95% |
| 1 Month |
|
|
-7.56% |
| 3 Months |
|
|
-35.29% |
| YTD |
|
|
-12.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.211 |
| 1M High / 1M Low: |
0.280 |
0.211 |
| 6M High / 6M Low: |
0.490 |
0.124 |
| High (YTD): |
1/7/2025 |
0.280 |
| Low (YTD): |
1/6/2025 |
0.211 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.245 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.248 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.278 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.95% |
| Volatility 6M: |
|
164.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |