UBS Call 66 BSN 21.03.2025
/ CH1322933859
UBS Call 66 BSN 21.03.2025/ CH1322933859 /
| 10/01/2025 16:43:26 |
Chg.-0.049 |
Bid17:03:37 |
Ask17:03:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.144EUR |
-25.39% |
0.146
Bid Size: 25,000 |
0.156
Ask Size: 25,000 |
DANONE S.A. EO -,25 |
66.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
UM2R4G |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
08/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
30.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.13 |
| Parity: |
-0.04 |
| Time value: |
0.22 |
| Break-even: |
68.15 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
16.22% |
| Delta: |
0.51 |
| Theta: |
-0.02 |
| Omega: |
15.58 |
| Rho: |
0.06 |
Quote data
| Open: |
0.174 |
| High: |
0.174 |
| Low: |
0.144 |
| Previous Close: |
0.193 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.86% |
| 1 Month |
|
|
-14.79% |
| 3 Months |
|
|
-48.57% |
| YTD |
|
|
-18.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.199 |
0.135 |
| 1M High / 1M Low: |
0.210 |
0.135 |
| 6M High / 6M Low: |
0.420 |
0.086 |
| High (YTD): |
07/01/2025 |
0.199 |
| Low (YTD): |
06/01/2025 |
0.135 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.166 |
| Avg. volume 1W: |
|
200 |
| Avg. price 1M: |
|
0.174 |
| Avg. volume 1M: |
|
55.556 |
| Avg. price 6M: |
|
0.219 |
| Avg. volume 6M: |
|
16.807 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.76% |
| Volatility 6M: |
|
210.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |