UBS Call 63 BSN 21.03.2025
/ CH1322933842
UBS Call 63 BSN 21.03.2025/ CH1322933842 /
| 1/10/2025 1:11:20 PM |
Chg.-0.040 |
Bid1:32:52 PM |
Ask1:32:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-10.26% |
0.330
Bid Size: 25,000 |
0.340
Ask Size: 25,000 |
DANONE S.A. EO -,25 |
63.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
UM2FSH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
63.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.13 |
| Parity: |
0.26 |
| Time value: |
0.15 |
| Break-even: |
67.10 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
7.89% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
11.25 |
| Rho: |
0.08 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.350 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.06% |
| 1 Month |
|
|
+9.38% |
| 3 Months |
|
|
-22.22% |
| YTD |
|
|
+2.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.290 |
| 1M High / 1M Low: |
0.390 |
0.290 |
| 6M High / 6M Low: |
0.640 |
0.171 |
| High (YTD): |
1/9/2025 |
0.390 |
| Low (YTD): |
1/6/2025 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.344 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.345 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.372 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.47% |
| Volatility 6M: |
|
168.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |