UBS Call 66 BSN 20.06.2025
/ CH1322933891
UBS Call 66 BSN 20.06.2025/ CH1322933891 /
| 10/01/2025 17:51:35 |
Chg.-0.053 |
Bid17:51:35 |
Ask17:51:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.217EUR |
-19.63% |
0.217
Bid Size: 20,000 |
0.237
Ask Size: 20,000 |
DANONE S.A. EO -,25 |
66.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
08/02/2024 |
| Last trading day: |
19/06/2025 |
| 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: |
0.212 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.87% |
| 1 Month |
|
|
-2.25% |
| 3 Months |
|
|
-34.24% |
| YTD |
|
|
-12.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.200 |
| 1M High / 1M Low: |
0.270 |
0.161 |
| 6M High / 6M Low: |
0.470 |
0.119 |
| High (YTD): |
09/01/2025 |
0.270 |
| Low (YTD): |
06/01/2025 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.237 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.237 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.273 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
257.33% |
| Volatility 6M: |
|
214.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |