UBS Call 55 BNR 21.03.2025/  DE000UP5G9D4  /

EUWAX
1/24/2025  6:19:50 PM Chg.+0.040 Bid10:00:20 PM Ask10:00:20 PM Underlying Strike price Expiration date Option type
0.450EUR +9.76% -
Bid Size: -
-
Ask Size: -
BRENNTAG SE NA O.N. 55.00 - 3/21/2025 Call
 

Master data

WKN: UP5G9D
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 3/21/2025
Issue date: 10/31/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.60
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.29
Implied volatility: 0.31
Historic volatility: 0.24
Parity: 0.29
Time value: 0.17
Break-even: 59.60
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 4.55%
Delta: 0.70
Theta: -0.02
Omega: 8.81
Rho: 0.05
 

Quote data

Open: 0.470
High: 0.490
Low: 0.440
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.36%
1 Month
  -2.17%
3 Months     -
YTD
  -11.76%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.450 0.310
1M High / 1M Low: 0.530 0.232
6M High / 6M Low: - -
High (YTD): 1/7/2025 0.520
Low (YTD): 1/14/2025 0.232
52W High: - -
52W Low: - -
Avg. price 1W:   0.368
Avg. volume 1W:   0.000
Avg. price 1M:   0.399
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   297.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -