UBS Call 56 BNR 21.03.2025
/ DE000UP0QMD1
UBS Call 56 BNR 21.03.2025/ DE000UP0QMD1 /
| 1/10/2025 7:07:05 PM |
Chg.-0.010 |
Bid7:07:05 PM |
Ask7:07:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-3.13% |
0.310
Bid Size: 5,000 |
0.330
Ask Size: 5,000 |
BRENNTAG SE NA O.N. |
56.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
UP0QMD |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
10/28/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
0.10 |
| Time value: |
0.24 |
| Break-even: |
59.40 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
6.25% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
10.06 |
| Rho: |
0.06 |
Quote data
| Open: |
0.320 |
| High: |
0.360 |
| Low: |
0.300 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.42% |
| 1 Month |
|
|
-59.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
-26.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.320 |
| 1M High / 1M Low: |
0.780 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
0.450 |
| Low (YTD): |
1/9/2025 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.486 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |