UBS Call 61 BNR 21.03.2025
/ DE000UM67JA8
UBS Call 61 BNR 21.03.2025/ DE000UM67JA8 /
| 1/24/2025 7:37:08 PM |
Chg.+0.012 |
Bid9:56:32 PM |
Ask9:56:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.128EUR |
+10.34% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
61.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
UM67JA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
61.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
6/18/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
39.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
-0.31 |
| Time value: |
0.15 |
| Break-even: |
62.47 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.02 |
| Spread %: |
15.75% |
| Delta: |
0.36 |
| Theta: |
-0.02 |
| Omega: |
14.04 |
| Rho: |
0.03 |
Quote data
| Open: |
0.138 |
| High: |
0.150 |
| Low: |
0.122 |
| Previous Close: |
0.116 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+64.10% |
| 1 Month |
|
|
-14.67% |
| 3 Months |
|
|
-69.52% |
| YTD |
|
|
-28.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.128 |
0.072 |
| 1M High / 1M Low: |
0.188 |
0.050 |
| 6M High / 6M Low: |
0.930 |
0.050 |
| High (YTD): |
1/7/2025 |
0.182 |
| Low (YTD): |
1/14/2025 |
0.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.095 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.118 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.499 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
504.67% |
| Volatility 6M: |
|
300.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |