UBS Call 66 BSN 21.03.2025
/ CH1322933859
UBS Call 66 BSN 21.03.2025/ CH1322933859 /
| 1/24/2025 7:28:12 PM |
Chg.-0.011 |
Bid7:59:53 PM |
Ask7:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.127EUR |
-7.97% |
0.120
Bid Size: 10,000 |
0.150
Ask Size: 10,000 |
DANONE S.A. EO -,25 |
66.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
43.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.13 |
| Parity: |
-0.11 |
| Time value: |
0.15 |
| Break-even: |
67.50 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.03 |
| Spread %: |
25.00% |
| Delta: |
0.45 |
| Theta: |
-0.02 |
| Omega: |
19.37 |
| Rho: |
0.04 |
Quote data
| Open: |
0.126 |
| High: |
0.134 |
| Low: |
0.121 |
| Previous Close: |
0.138 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.41% |
| 1 Month |
|
|
-18.59% |
| 3 Months |
|
|
-57.67% |
| YTD |
|
|
-28.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.162 |
0.127 |
| 1M High / 1M Low: |
0.199 |
0.101 |
| 6M High / 6M Low: |
0.420 |
0.086 |
| High (YTD): |
1/7/2025 |
0.199 |
| Low (YTD): |
1/16/2025 |
0.101 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.145 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.146 |
| Avg. volume 1M: |
|
52.632 |
| Avg. price 6M: |
|
0.221 |
| Avg. volume 6M: |
|
16.807 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
328.51% |
| Volatility 6M: |
|
221.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |